The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ABERCROMBIE & FITCH CO CL A 002896207 255 14,300 SH Call DFND 4,5,7 0 0 0
ABERCROMBIE & FITCH CO CL A 002896207 410 23,000 SH Call DFND 4,5,7 0 0 0
ALERE INC COM 01449J105 42 1,000 SH Call DFND 4,5,7 0 0 0
ALERE INC COM 01449J105 67 1,600 SH Call DFND 4,5,7 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 398 5,000 SH Call DFND 4,5,7 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 636 8,000 SH Call DFND 4,5,7 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 716 9,000 SH Call DFND 4,5,7 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,002 12,600 SH Call DFND 4,5,7 0 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,090 13,700 SH Call DFND 4,5,7 0 0 0
ALPHABET INC CAP STK CL C 02079K107 554 800 SH Call DFND 4,5,7 0 0 0
AMAZON COM INC COM 023135106 1,002 1,400 SH Call DFND 4,5,7 0 0 0
AMAZON COM INC COM 023135106 1,360 1,900 SH Call DFND 4,5,7 0 0 0
APPLE INC COM 037833100 411 4,300 SH Call DFND 4,5,7 0 0 0
APPLE INC COM 037833100 593 6,200 SH Call DFND 4,5,7 0 0 0
AVIS BUDGET GROUP COM 053774105 297 9,200 SH Call DFND 4,5,7 0 0 0
BANK AMER CORP COM 060505104 332 25,000 SH Call DFND 4,5,7 0 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,735 22,300 SH Call DFND 4,5,7 0 0 0
CLIFFS NAT RES INC COM 18683K101 606 106,800 SH Call DFND 4,5,7 0 0 0
CONAGRA FOODS INC COM 205887102 12,306 257,400 SH Call DFND 4,5,7 0 0 0
CRITEO S A SPONS ADS 226718104 1,295 28,200 SH Call DFND 4,5,7 0 0 0
DIAMOND RESORTS INTL INC COM 25272T104 512 17,100 SH Call DFND 4,5,7 0 0 0
DIAMOND RESORTS INTL INC COM 25272T104 1,171 39,100 SH Call DFND 4,5,7 0 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 7 500 SH Call DFND 4,5,7 0 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 12 800 SH Call DFND 4,5,7 0 0 0
FIREEYE INC COM 31816Q101 520 31,600 SH Call DFND 4,5,7 0 0 0
FIREEYE INC COM 31816Q101 522 31,700 SH Call DFND 4,5,7 0 0 0
FIREEYE INC COM 31816Q101 527 32,000 SH Call DFND 4,5,7 0 0 0
GNC HLDGS INC COM CL A 36191G107 389 16,000 SH Call DFND 4,5,7 0 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 693 16,000 SH Call DFND 4,5,7 0 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 2,106 48,600 SH Call DFND 4,5,7 0 0 0
HOLLYFRONTIER CORP COM 436106108 131 5,500 SH Call DFND 4,5,7 0 0 0
ISHARES TR MSCI EAFE ETF 464287465 787 14,100 SH Call DFND 4,5,7 0 0 0
MARATHON PETE CORP COM 56585A102 262 6,900 SH Call DFND 4,5,7 0 0 0
MICROSOFT CORP COM 594918104 558 10,900 SH Call DFND 4,5,7 0 0 0
MONSTER WORLDWIDE INC COM 611742107 76 31,700 SH Call DFND 4,5,7 0 0 0
NAVIENT CORP COM 63938C108 127 10,600 SH Call DFND 4,5,7 0 0 0
OMNICOM GROUP INC COM 681919106 1,548 19,000 SH Call DFND 4,5,7 0 0 0
POWERSHS DB US DOLLAR INDEX TR DOLL INDX BULL 73936D107 2,308 92,900 SH Call DFND 4,5,7 0 0 0
PROCTER & GAMBLE CO COM 742718109 965 11,400 SH Call DFND 4,5,7 0 0 0
PROCTER & GAMBLE CO COM 742718109 2,439 28,800 SH Call DFND 4,5,7 0 0 0
PROCTER & GAMBLE CO COM 742718109 2,566 30,300 SH Call DFND 4,5,7 0 0 0
RED HAT INC COM 756577102 421 5,800 SH Call DFND 4,5,7 0 0 0
RED HAT INC COM 756577102 436 6,000 SH Call DFND 4,5,7 0 0 0
RED HAT INC COM 756577102 465 6,400 SH Call DFND 4,5,7 0 0 0
RED HAT INC COM 756577102 1,176 16,200 SH Call DFND 4,5,7 0 0 0
RED HAT INC COM 756577102 3,115 42,900 SH Call DFND 4,5,7 0 0 0
RITE AID CORP COM 767754104 139 18,500 SH Call DFND 4,5,7 0 0 0
RITE AID CORP COM 767754104 145 19,400 SH Call DFND 4,5,7 0 0 0
RITE AID CORP COM 767754104 231 30,900 SH Call DFND 4,5,7 0 0 0
RITE AID CORP COM 767754104 243 32,400 SH Call DFND 4,5,7 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,341 6,400 SH Call DFND 4,5,7 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,969 9,400 SH Call DFND 4,5,7 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,990 9,500 SH Call DFND 4,5,7 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,990 9,500 SH Call DFND 4,5,7 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,938 18,800 SH Call DFND 4,5,7 0 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 307 4,500 SH Call DFND 4,5,7 0 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 614 9,000 SH Call DFND 4,5,7 0 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 614 9,000 SH Call DFND 4,5,7 0 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 382 16,700 SH Call DFND 4,5,7 0 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 382 16,700 SH Call DFND 4,5,7 0 0 0
SERVICENOW INC COM 81762P102 1,414 21,300 SH Call DFND 4,5,7 0 0 0
SUPERVALU INC COM 868536103 2 500 SH Call DFND 4,5,7 0 0 0
SUPERVALU INC COM 868536103 23 4,800 SH Call DFND 4,5,7 0 0 0
SUPERVALU INC COM 868536103 44 9,300 SH Call DFND 4,5,7 0 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 10,473 208,500 SH Call DFND 4,5 0 0 0
TWITTER INC COM 90184L102 805 47,600 SH Call DFND 4,5,7 0 0 0
VIACOM INC NEW CL B 92553P201 3,442 83,000 SH Call DFND 4,5,7 0 0 0
VIACOM INC NEW CL B 92553P201 3,637 87,700 SH Call DFND 4,5,7 0 0 0
YAHOO INC COM 984332106 601 16,000 SH Call DFND 4,5,7 0 0 0
ENDO INTL PLC SHS G30401106 249 16,000 SH Call DFND 4,5,7 0 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 152 24,800 SH Call DFND 4,5,7 0 0 0
MYLAN N V SHS EURO N59465109 385 8,900 SH Call DFND 4,5,7 0 0 0
MYLAN N V SHS EURO N59465109 644 14,900 SH Call DFND 4,5,7 0 0 0
AFLAC INC COM 001055102 209 2,900 SH   DFND 4,5,9,10 2,900 0 0
AFLAC INC COM 001055102 480 6,655 SH   DFND 4,5,9,10 6,655 0 0
AFLAC INC COM 001055102 707 9,800 SH   DFND 4,5 9,800 0 0
AFLAC INC COM 001055102 1,609 22,303 SH   DFND 4,5 22,303 0 0
AFLAC INC COM 001055102 3,379 46,821 SH   DFND 4,5 46,821 0 0
AFLAC INC COM 001055102 3,435 47,600 SH   DFND 4,6 47,600 0 0
AGCO CORP COM 001084102 28 600 SH   DFND 4,5,9,10 600 0 0
AGCO CORP COM 001084102 134 2,853 SH   DFND 4,5,9,10 2,853 0 0
AGCO CORP COM 001084102 222 4,700 SH   DFND 4,6 4,700 0 0
AGCO CORP COM 001084102 359 7,609 SH   DFND 4,8 7,609 0 0
AGCO CORP COM 001084102 583 12,373 SH   DFND 4,5 12,373 0 0
AGCO CORP COM 001084102 1,704 36,162 SH   DFND 4,5 36,162 0 0
AGL RES INC COM 001204106 92 1,400 SH   DFND 4,5,9,10 1,400 0 0
AGL RES INC COM 001204106 119 1,798 SH   DFND 4,8 1,798 0 0
AGL RES INC COM 001204106 249 3,771 SH   DFND 4,5 3,771 0 0
AGL RES INC COM 001204106 1,138 17,243 SH   DFND 4,5 17,243 0 0
AES CORP COM 00130H105 50 4,000 SH   DFND 4,5,9,10 4,000 0 0
AES CORP COM 00130H105 228 18,299 SH   DFND 4,5,9,10 18,299 0 0
AES CORP COM 00130H105 327 26,168 SH   DFND 4,8 26,168 0 0
AES CORP COM 00130H105 337 27,000 SH   DFND 4,6 27,000 0 0
AES CORP COM 00130H105 430 34,462 SH   DFND 4,5 34,462 0 0
AES CORP COM 00130H105 1,090 87,303 SH   DFND 4,5 87,303 0 0
AES CORP COM 00130H105 3,498 280,294 SH   DFND 4,5 280,294 0 0
AK STL CORP SR EXCH NT 5%19 001546AP5 5,834 5,076,000 PRN   DFND 4,5,7 0 0 5,076,000
AMC NETWORKS INC CL A 00164V103 172 2,847 SH   DFND 4,5,7 2,847 0 0
AMC NETWORKS INC CL A 00164V103 965 15,970 SH   DFND 4,5 15,970 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,206 30,180 SH   DFND 1,3 30,180 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 10,857 271,620 SH   DFND 1,2 271,620 0 0
AT&T INC COM 00206R102 121 2,800 SH   DFND   2,800 0 0
AT&T INC COM 00206R102 315 7,300 SH   DFND 4,5 7,300 0 0
AT&T INC COM 00206R102 355 8,220 SH   DFND 4,8 8,220 0 0
AT&T INC COM 00206R102 380 8,800 SH   DFND 4,5 8,800 0 0
AT&T INC COM 00206R102 401 9,280 SH   DFND 4,5 9,280 0 0
AT&T INC COM 00206R102 557 12,900 SH   DFND 4,8 12,900 0 0
AT&T INC COM 00206R102 713 16,491 SH   DFND 1,3 16,491 0 0
AT&T INC COM 00206R102 724 16,750 SH   DFND   16,750 0 0
AT&T INC COM 00206R102 1,789 41,400 SH   DFND 1,2 41,400 0 0
AT&T INC COM 00206R102 2,519 58,300 SH   DFND 4,5 58,300 0 0
AT&T INC COM 00206R102 4,568 105,711 SH   DFND 4,5 105,711 0 0
AT&T INC COM 00206R102 8,571 198,346 SH   DFND 4,5,9,10 198,346 0 0
AT&T INC COM 00206R102 11,904 275,500 SH   DFND 4,6 275,500 0 0
AT&T INC COM 00206R102 12,522 289,800 SH   DFND 1,2 289,800 0 0
AT&T INC COM 00206R102 16,264 376,400 SH   DFND 4,6 376,400 0 0
AT&T INC COM 00206R102 25,108 581,058 SH   DFND 4,5 581,058 0 0
AT&T INC COM 00206R102 82,428 1,907,620 SH   DFND 4,5 1,907,620 0 0
AT&T INC COM 00206R102 92,845 2,148,698 SH   DFND 4,5,9,10 2,148,698 0 0
AARONS INC COM PAR $0.50 002535300 297 13,546 SH   DFND 4,5 13,546 0 0
ABBOTT LABS COM 002824100 54 1,375 SH   DFND 4,5 1,375 0 0
ABBOTT LABS COM 002824100 79 2,000 SH   DFND 4,5 2,000 0 0
ABBOTT LABS COM 002824100 97 2,464 SH   DFND 4,8 2,464 0 0
ABBOTT LABS COM 002824100 216 5,500 SH   DFND 4,5 5,500 0 0
ABBOTT LABS COM 002824100 484 12,300 SH   DFND 4,6 12,300 0 0
ABBOTT LABS COM 002824100 2,997 76,238 SH   DFND 4,6 76,238 0 0
ABBOTT LABS COM 002824100 4,436 112,834 SH   DFND 4,5,9,10 112,834 0 0
ABBOTT LABS COM 002824100 5,127 130,428 SH   DFND 4,5 130,428 0 0
ABBOTT LABS COM 002824100 6,128 155,886 SH   DFND 4,5 155,886 0 0
ABBOTT LABS COM 002824100 53,159 1,352,290 SH   DFND 4,5,9,10 1,352,290 0 0
ABBVIE INC COM 00287Y109 80 1,300 SH   DFND 4,5 1,300 0 0
ABBVIE INC COM 00287Y109 303 4,897 SH   DFND 4,8 4,897 0 0
ABBVIE INC COM 00287Y109 563 9,099 SH   DFND 4,5,9,10 9,099 0 0
ABBVIE INC COM 00287Y109 1,269 20,497 SH   DFND 4,5,9,10 20,497 0 0
ABBVIE INC COM 00287Y109 4,867 78,618 SH   DFND 4,5 78,618 0 0
ABBVIE INC COM 00287Y109 5,219 84,294 SH   DFND 4,6 84,294 0 0
ABBVIE INC COM 00287Y109 6,352 102,600 SH   DFND 4,6 102,600 0 0
ABBVIE INC COM 00287Y109 6,682 107,932 SH   DFND 4,5 107,932 0 0
ABBVIE INC COM 00287Y109 24,257 391,811 SH   DFND 4,5 391,811 0 0
ABERCROMBIE & FITCH CO CL A 002896207 213 11,977 SH   DFND 4,5,7 11,977 0 0
ABIOMED INC COM 003654100 134 1,225 SH   DFND 4,5 1,225 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 109 3,063 SH   DFND 4,5 3,063 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 139 3,904 SH   DFND 4,5,9,10 3,904 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 657 18,500 SH   DFND 4,5 18,500 0 0
ACCURAY INC SR A CV ACR NT18 004397AF2 2,253 1,996,000 PRN   DFND 4,5,7 0 0 1,996,000
ACI WORLDWIDE INC COM 004498101 252 12,919 SH   DFND 4,5 12,919 0 0
ACTIVISION BLIZZARD INC COM 00507V109 91 2,288 SH   DFND 4,8 2,288 0 0
ACTIVISION BLIZZARD INC COM 00507V109 107 2,700 SH   DFND 4,5,9,10 2,700 0 0
ACTIVISION BLIZZARD INC COM 00507V109 244 6,155 SH   DFND 4,5,9,10 6,155 0 0
ACTIVISION BLIZZARD INC COM 00507V109 337 8,500 SH   DFND 4,6 8,500 0 0
ACTIVISION BLIZZARD INC COM 00507V109 424 10,700 SH   DFND 4,5 10,700 0 0
ACTIVISION BLIZZARD INC COM 00507V109 777 19,600 SH   DFND 4,5,7 19,600 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,177 29,708 SH   DFND 4,5 29,708 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,556 64,485 SH   DFND 4,5 64,485 0 0
ACUITY BRANDS INC COM 00508Y102 84 337 SH   DFND 4,5,9,10 337 0 0
ACUITY BRANDS INC COM 00508Y102 137 553 SH   DFND 1,3 553 0 0
ACUITY BRANDS INC COM 00508Y102 397 1,600 SH   DFND 4,6 1,600 0 0
ACUITY BRANDS INC COM 00508Y102 1,517 6,119 SH   DFND 4,5 6,119 0 0
ACUITY BRANDS INC COM 00508Y102 1,835 7,400 SH   DFND 4,6 7,400 0 0
ACUITY BRANDS INC COM 00508Y102 3,199 12,900 SH   DFND 1,2 12,900 0 0
ACUITY BRANDS INC COM 00508Y102 4,820 19,440 SH   DFND 4,5 19,440 0 0
ACUITY BRANDS INC COM 00508Y102 22,391 90,300 SH   DFND 1,2 90,300 0 0
ACXIOM CORP COM 005125109 220 10,026 SH   DFND 4,5 10,026 0 0
ADEPTUS HEALTH INC CL A 006855100 1,234 23,887 SH   DFND 4,5,7 23,887 0 0
ADOBE SYS INC COM 00724F101 18 186 SH   DFND 4,8 186 0 0
ADOBE SYS INC COM 00724F101 307 3,200 SH   DFND 4,5,9,10 3,200 0 0
ADOBE SYS INC COM 00724F101 429 4,480 SH   DFND 4,6 4,480 0 0
ADOBE SYS INC COM 00724F101 472 4,928 SH   DFND 4,5,9,10 4,928 0 0
ADOBE SYS INC COM 00724F101 2,895 30,220 SH   DFND 4,5 30,220 0 0
ADOBE SYS INC COM 00724F101 4,037 42,141 SH   DFND 4,6 42,141 0 0
ADOBE SYS INC COM 00724F101 4,978 51,972 SH   DFND 4,5 51,972 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 10 63 SH   DFND 4,8 63 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 75 461 SH   DFND 4,5,9,10 461 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 145 895 SH   DFND 4,5,9,10 895 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 727 4,500 SH   DFND 4,5 4,500 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,540 9,525 SH   DFND 4,5 9,525 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,006 18,600 SH   DFND 4,6 18,600 0 0
ADVANCED MICRO DEVICES INC COM 007903107 143 27,817 SH   DFND 4,5 27,817 0 0
ADVANCED MICRO DEVICES INC COM 007903107 319 62,000 SH   DFND 1,3 62,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,868 558,000 SH   DFND 1,2 558,000 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 424 15,500 SH   DFND 1,3 15,500 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 3,818 139,500 SH   DFND 1,2 139,500 0 0
ADVANCED ENERGY INDS COM 007973100 1,253 33,000 SH   DFND 1,3 33,000 0 0
ADVANCED ENERGY INDS COM 007973100 11,274 297,000 SH   DFND 1,2 297,000 0 0
AETNA INC NEW COM 00817Y108 83 683 SH   DFND 1,2 683 0 0
AETNA INC NEW COM 00817Y108 110 898 SH   DFND 1,3 898 0 0
AETNA INC NEW COM 00817Y108 110 903 SH   DFND 4,8 903 0 0
AETNA INC NEW COM 00817Y108 238 1,949 SH   DFND 4,5,9,10 1,949 0 0
AETNA INC NEW COM 00817Y108 354 2,895 SH   DFND 4,5,7 2,895 0 0
AETNA INC NEW COM 00817Y108 518 4,245 SH   DFND 4,5,9,10 4,245 0 0
AETNA INC NEW COM 00817Y108 591 4,839 SH   DFND 4,5,7 4,839 0 0
AETNA INC NEW COM 00817Y108 1,190 9,743 SH   DFND 4,5 9,743 0 0
AETNA INC NEW COM 00817Y108 2,141 17,534 SH   DFND 4,5 17,534 0 0
AETNA INC NEW COM 00817Y108 3,859 31,600 SH   DFND 4,6 31,600 0 0
AETNA INC NEW COM 00817Y108 5,247 42,960 SH   DFND 1,2 42,960 0 0
AETNA INC NEW COM 00817Y108 5,695 46,630 SH   DFND 4,5 46,630 0 0
AETNA INC NEW COM 00817Y108 6,277 51,400 SH   DFND 4,6 51,400 0 0
AETNA INC NEW COM 00817Y108 36,606 299,726 SH   DFND 1,2 299,726 0 0
AFFILIATED MANAGERS GROUP COM 008252108 42 300 SH   DFND 4,5,9,10 300 0 0
AFFILIATED MANAGERS GROUP COM 008252108 56 400 SH   DFND 4,5,9,10 400 0 0
AFFILIATED MANAGERS GROUP COM 008252108 310 2,200 SH   DFND 4,6 2,200 0 0
AFFILIATED MANAGERS GROUP COM 008252108 487 3,461 SH   DFND 4,5 3,461 0 0
AFFILIATED MANAGERS GROUP COM 008252108 989 7,025 SH   DFND 4,5 7,025 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 93 2,100 SH   DFND 4,5,9,10 2,100 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 195 4,389 SH   DFND 4,5,9,10 4,389 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 868 19,561 SH   DFND 4,5 19,561 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,610 36,288 SH   DFND 4,5 36,288 0 0
AGNICO EAGLE MINES LTD COM 008474108 0 1 SH   DFND 1,3 1 0 0
AGNICO EAGLE MINES LTD COM 008474108 9 168 SH   DFND 4,8 168 0 0
AGNICO EAGLE MINES LTD COM 008474108 37 700 SH   DFND 4,6 700 0 0
AGNICO EAGLE MINES LTD COM 008474108 55 1,030 SH   DFND 4,5,9,10 1,030 0 0
AGNICO EAGLE MINES LTD COM 008474108 263 4,920 SH   DFND 4,5,9,10 4,920 0 0
AGNICO EAGLE MINES LTD COM 008474108 473 8,847 SH   DFND 4,5 8,847 0 0
AGNICO EAGLE MINES LTD COM 008474108 1,291 24,140 SH   DFND 4,5 24,140 0 0
AGNICO EAGLE MINES LTD COM 008474108 5,660 105,800 SH   DFND 4,6 105,800 0 0
AGNICO EAGLE MINES LTD COM 008474108 23,401 437,400 SH   DFND 4,6 437,400 0 0
AGREE REALTY CORP COM 008492100 58 1,200 SH   DFND 4,5,9,10 1,200 0 0
AGREE REALTY CORP COM 008492100 61 1,264 SH   DFND 4,5 1,264 0 0
AGREE REALTY CORP COM 008492100 303 6,290 SH   DFND 4,5 6,290 0 0
AGRIUM INC COM 008916108 90 1,000 SH   DFND 4,5,9,10 1,000 0 0
AGRIUM INC COM 008916108 206 2,283 SH   DFND 4,5,9,10 2,283 0 0
AGRIUM INC COM 008916108 461 5,100 SH   DFND 4,8 5,100 0 0
AGRIUM INC COM 008916108 2,271 25,118 SH   DFND 4,5 25,118 0 0
AGRIUM INC COM 008916108 3,566 39,441 SH   DFND 4,5 39,441 0 0
AGRIUM INC COM 008916108 5,760 63,700 SH   DFND 4,6 63,700 0 0
AIR PRODS & CHEMS INC COM 009158106 19 135 SH   DFND 1,2 135 0 0
AIR PRODS & CHEMS INC COM 009158106 213 1,500 SH   DFND 4,5,9,10 1,500 0 0
AIR PRODS & CHEMS INC COM 009158106 395 2,782 SH   DFND 4,5,9,10 2,782 0 0
AIR PRODS & CHEMS INC COM 009158106 493 3,470 SH   DFND 4,6 3,470 0 0
AIR PRODS & CHEMS INC COM 009158106 1,240 8,729 SH   DFND 4,5,7 8,729 0 0
AIR PRODS & CHEMS INC COM 009158106 2,030 14,291 SH   DFND 4,5 14,291 0 0
AIR PRODS & CHEMS INC COM 009158106 2,124 14,956 SH   DFND 4,5 14,956 0 0
AIR PRODS & CHEMS INC COM 009158106 6,354 44,737 SH   DFND 4,6 44,737 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 11 201 SH   DFND 4,8 201 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 22 400 SH   DFND 4,5 400 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 397 7,100 SH   DFND 4,6 7,100 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 509 9,104 SH   DFND 4,5,9,10 9,104 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 557 9,954 SH   DFND 4,5 9,954 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,065 19,043 SH   DFND 4,5 19,043 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,102 19,700 SH   DFND 4,5 19,700 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 26,250 469,340 SH   DFND 4,5,9,10 469,340 0 0
AKAMAI TECHNOLOGIES INC SR CV ZERO NT 19 00971TAG6 443 449,000 PRN   DFND 4,5 0 0 449,000
AKORN INC COM 009728106 385 13,525 SH   DFND 4,5 13,525 0 0
AKORN INC COM 009728106 638 22,400 SH   DFND 1,3 22,400 0 0
AKORN INC COM 009728106 2,951 103,600 SH   DFND 4,5,7 103,600 0 0
AKORN INC COM 009728106 5,743 201,600 SH   DFND 1,2 201,600 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 8 905 SH   DFND 4,8 905 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 15 1,800 SH   DFND 4,5 1,800 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 201 23,400 SH   DFND 4,5,9,10 23,400 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 3,020 351,200 SH   DFND 4,5,9,10 351,200 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 3,663 425,900 SH   DFND 4,6 425,900 0 0
ALARM COM HLDGS INC COM 011642105 328 12,800 SH   DFND 4,5 12,800 0 0
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AMERISOURCEBERGEN CORP COM 03073E105 3,728 47,004 SH   DFND 4,5,9,10 47,004 0 0
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AMERISOURCEBERGEN CORP COM 03073E105 44,363 559,290 SH   DFND 4,5,9,10 559,290 0 0
AMERIPRISE FINL INC COM 03076C106 3 36 SH   DFND   36 0 0
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AMETEK INC NEW COM 031100100 8 175 SH   DFND 4,8 175 0 0
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AMGEN INC COM 031162100 70 460 SH   DFND 4,8 460 0 0
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ANADARKO PETE CORP COM 032511107 1,944 36,515 SH   DFND 4,5 36,515 0 0
ANADARKO PETE CORP COM 032511107 1,964 36,883 SH   DFND 4,5,9,10 36,883 0 0
ANADARKO PETE CORP COM 032511107 21,946 412,140 SH   DFND 4,5,9,10 412,140 0 0
ANALOG DEVICES INC COM 032654105 14 251 SH   DFND 4,8 251 0 0
ANALOG DEVICES INC COM 032654105 28 500 SH   DFND 4,5 500 0 0
ANALOG DEVICES INC COM 032654105 510 9,000 SH   DFND 4,6 9,000 0 0
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ANALOG DEVICES INC COM 032654105 2,209 38,997 SH   DFND 4,5 38,997 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 8,484 469,771 SH   DFND 1,3 469,771 0 0
ANNALY CAP MGMT INC COM 035710409 69 6,257 SH   DFND 4,8 6,257 0 0
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APPLE INC COM 037833100 51 535 SH   DFND   535 0 0
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APPLE INC COM 037833100 166,667 1,743,374 SH   DFND 4,5,9,10 1,743,374 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 134 7,128 SH   DFND 4,5 7,128 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 160 8,500 SH   DFND 4,5,9,10 8,500 0 0
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ARAMARK COM 03852U106 46 1,383 SH   DFND 4,8 1,383 0 0
ARAMARK COM 03852U106 352 10,545 SH   DFND 4,5 10,545 0 0
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ARAMARK COM 03852U106 2,028 60,673 SH   DFND 4,5 60,673 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 25 592 SH   DFND 4,8 592 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 172 4,000 SH   DFND 4,5,9,10 4,000 0 0
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ARCHER DANIELS MIDLAND CO COM 039483102 10,359 241,516 SH   DFND 4,5 241,516 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 14,535 338,900 SH   DFND 4,6 338,900 0 0
ARCHROCK INC COM 03957W106 2,367 251,300 SH   DFND 4,5,9,10 251,300 0 0
ARES CAP CORP COM 04010L103 0 31 SH   DFND 4,5,7 31 0 0
ARES CAP CORP COM 04010L103 1 51 SH   DFND 4,5,7 51 0 0
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ARMADA HOFFLER PPTYS INC COM 04208T108 21 1,500 SH   DFND 4,5,9,10 1,500 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 223 5,700 SH   DFND 4,6 5,700 0 0
ARROW ELECTRS INC COM 042735100 336 5,429 SH   DFND 4,5 5,429 0 0
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ARTISAN PARTNERS ASSET MGMT IN CL A 04316A108 288 10,400 SH   DFND 4,5,9,10 10,400 0 0
ASHFORD HOSPITALITY PRIME INC COM 044102101 21 1,512 SH   DFND 4,5,9,10 1,512 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 25 4,600 SH   DFND 4,5,9,10 4,600 0 0
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ASHLAND INC NEW COM 044209104 10 86 SH   DFND 4,8 86 0 0
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ATLAS AIR WORLDWIDE HLDGS INC COM NEW 049164205 828 20,000 SH   DFND 4,6 20,000 0 0
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BRIXMOR PPTY GROUP INC COM 11120U105 296 11,200 SH   DFND 4,5,9,10 11,200 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,738 65,684 SH   DFND 4,5 65,684 0 0
BROADRIDGE FINL SOLUTIONS INC COM 11133T103 12 189 SH   DFND 4,5,9,10 189 0 0
BROADRIDGE FINL SOLUTIONS INC COM 11133T103 260 3,992 SH   DFND 4,5 3,992 0 0
BROADRIDGE FINL SOLUTIONS INC COM 11133T103 1,129 17,314 SH   DFND 4,5 17,314 0 0
BROADRIDGE FINL SOLUTIONS INC COM 11133T103 1,687 25,877 SH   DFND 1,3 25,877 0 0
BROADRIDGE FINL SOLUTIONS INC COM 11133T103 13,361 204,930 SH   DFND 1,2 204,930 0 0
BROCADE COMMUNICATIONS SYS INC COM NEW 111621306 0 9 SH   DFND 1,3 9 0 0
BROCADE COMMUNICATIONS SYS INC SR CV NT1.375%20 111621AQ1 311 317,000 PRN   DFND 4,5 0 0 317,000
BROOKDALE SR LIVING INC COM 112463104 823 53,275 SH   DFND 4,5,7 53,275 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 212 6,400 SH   DFND 4,5,9,10 6,400 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 242 7,314 SH   DFND 4,5,9,10 7,314 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 799 24,166 SH   DFND 4,5 24,166 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 2,843 85,955 SH   DFND 4,5 85,955 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 5,700 172,350 SH   DFND 4,6 172,350 0 0
BROOKFIELD CDA OFFICE PPTYS TR UNIT 112823109 16 700 SH   DFND 4,5,9,10 700 0 0
BROWN & BROWN INC COM 115236101 1,229 32,798 SH   DFND 1,3 32,798 0 0
BROWN & BROWN INC COM 115236101 8,518 227,340 SH   DFND 1,2 227,340 0 0
BROWN FORMAN CORP CL B 115637209 53 531 SH   DFND 4,8 531 0 0
BROWN FORMAN CORP CL B 115637209 92 924 SH   DFND 4,5,9,10 924 0 0
BROWN FORMAN CORP CL B 115637209 137 1,375 SH   DFND 4,5,9,10 1,375 0 0
BROWN FORMAN CORP CL B 115637209 1,582 15,861 SH   DFND 4,5 15,861 0 0
BROWN FORMAN CORP CL B 115637209 4,572 45,825 SH   DFND 4,5 45,825 0 0
BRUNSWICK CORP COM 117043109 655 14,454 SH   DFND 4,5 14,454 0 0
BRUNSWICK CORP COM 117043109 2,660 58,700 SH   DFND 4,6 58,700 0 0
B2GOLD CORP COM 11777Q209 3,701 1,474,550 SH   DFND 4,6 1,474,550 0 0
BURLINGTON STORES INC COM 122017106 1,545 23,159 SH   DFND 1,3 23,159 0 0
BURLINGTON STORES INC COM 122017106 13,904 208,431 SH   DFND 1,2 208,431 0 0
CAE INC COM 124765108 22 1,800 SH   DFND 4,5,9,10 1,800 0 0
CAE INC COM 124765108 713 58,987 SH   DFND 4,5 58,987 0 0
CAE INC COM 124765108 1,329 109,917 SH   DFND 4,5 109,917 0 0
CBL & ASSOC PPTYS INC COM 124830100 57 6,168 SH   DFND 4,5 6,168 0 0
CBL & ASSOC PPTYS INC COM 124830100 100 10,774 SH   DFND 4,5,9,10 10,774 0 0
CBL & ASSOC PPTYS INC COM 124830100 408 43,800 SH   DFND 4,5 43,800 0 0
CBS CORP NEW CL B 124857202 169 3,113 SH   DFND 4,5,9,10 3,113 0 0
CBS CORP NEW CL B 124857202 196 3,600 SH   DFND 4,6 3,600 0 0
CBS CORP NEW CL B 124857202 316 5,811 SH   DFND 4,5,9,10 5,811 0 0
CBS CORP NEW CL B 124857202 460 8,458 SH   DFND 4,6 8,458 0 0
CBS CORP NEW CL B 124857202 1,253 23,022 SH   DFND 4,5 23,022 0 0
CBS CORP NEW CL B 124857202 3,491 64,117 SH   DFND 4,5 64,117 0 0
CBS CORP NEW CL B 124857202 3,702 68,002 SH   DFND 4,5,7 68,002 0 0
CBOE HLDGS INC COM 12503M108 426 6,389 SH   DFND 4,5 6,389 0 0
CBOE HLDGS INC COM 12503M108 554 8,320 SH   DFND 1,3 8,320 0 0
CBOE HLDGS INC COM 12503M108 625 9,387 SH   DFND 1 9,387 0 0
CBOE HLDGS INC COM 12503M108 4,989 74,880 SH   DFND 1,2 74,880 0 0
CBRE GROUP INC CL A 12504L109 69 2,600 SH   DFND 4,5,9,10 2,600 0 0
CBRE GROUP INC CL A 12504L109 124 4,683 SH   DFND 4,5,9,10 4,683 0 0
CBRE GROUP INC CL A 12504L109 444 16,759 SH   DFND 4,5 16,759 0 0
CBRE GROUP INC CL A 12504L109 475 17,939 SH   DFND 4,5 17,939 0 0
CBRE GROUP INC CL A 12504L109 2,225 84,030 SH   DFND 4,5 84,030 0 0
CBRE GROUP INC CL A 12504L109 3,986 150,528 SH   DFND 4,5 150,528 0 0
CDK GLOBAL INC COM 12508E101 6 107 SH   DFND 4,5,9,10 107 0 0
CDK GLOBAL INC COM 12508E101 84 1,505 SH   DFND 4,8 1,505 0 0
CDK GLOBAL INC COM 12508E101 297 5,351 SH   DFND 4,5 5,351 0 0
CDK GLOBAL INC COM 12508E101 1,296 23,360 SH   DFND 4,5,7 23,360 0 0
CDK GLOBAL INC COM 12508E101 1,768 31,863 SH   DFND 4,5 31,863 0 0
CEB INC COM 125134106 849 13,764 SH   DFND 4,5 13,764 0 0
CDW CORP COM 12514G108 85 2,115 SH   DFND 4,5 2,115 0 0
CDW CORP COM 12514G108 176 4,400 SH   DFND 4,6 4,400 0 0
CDW CORP COM 12514G108 636 15,877 SH   DFND 4,5 15,877 0 0
CDW CORP COM 12514G108 1,895 47,278 SH   DFND 4,5 47,278 0 0
CF INDS HLDGS INC COM 125269100 20 825 SH   DFND 4,5 825 0 0
CF INDS HLDGS INC COM 125269100 24 1,000 SH   DFND 4,5,9,10 1,000 0 0
CF INDS HLDGS INC COM 125269100 59 2,460 SH   DFND 4,5,9,10 2,460 0 0
CF INDS HLDGS INC COM 125269100 81 3,343 SH   DFND 4,8 3,343 0 0
CF INDS HLDGS INC COM 125269100 273 11,310 SH   DFND 4,5 11,310 0 0
CF INDS HLDGS INC COM 125269100 581 24,123 SH   DFND 4,5 24,123 0 0
CF INDS HLDGS INC COM 125269100 3,716 154,180 SH   DFND 4,6 154,180 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 25 342 SH   DFND 4,5,9,10 342 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 90 1,218 SH   DFND 4,5,9,10 1,218 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 405 5,450 SH   DFND 4,5 5,450 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,307 17,600 SH   DFND 4,6 17,600 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,455 19,600 SH   DFND 4,5 19,600 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,944 26,177 SH   DFND 4,5 26,177 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,420 73,000 SH   DFND 4,6 73,000 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,611 75,575 SH   DFND 4,5 75,575 0 0
CIGNA CORPORATION COM 125509109 9 71 SH   DFND 4,8 71 0 0
CIGNA CORPORATION COM 125509109 218 1,700 SH   DFND 4,5,9,10 1,700 0 0
CIGNA CORPORATION COM 125509109 377 2,949 SH   DFND 4,5,9,10 2,949 0 0
CIGNA CORPORATION COM 125509109 835 6,521 SH   DFND 4,5,7 6,521 0 0
CIGNA CORPORATION COM 125509109 985 7,696 SH   DFND 4,5 7,696 0 0
CIGNA CORPORATION COM 125509109 1,306 10,200 SH   DFND 4,6 10,200 0 0
CIGNA CORPORATION COM 125509109 2,202 17,204 SH   DFND 4,5 17,204 0 0
CIGNA CORPORATION COM 125509109 16,159 126,252 SH   DFND 4,5 126,252 0 0
CIT GROUP INC COM NEW 125581801 31 977 SH   DFND 4,5,9,10 977 0 0
CIT GROUP INC COM NEW 125581801 51 1,600 SH   DFND 4,5,9,10 1,600 0 0
CIT GROUP INC COM NEW 125581801 269 8,428 SH   DFND 4,5 8,428 0 0
CIT GROUP INC COM NEW 125581801 893 28,000 SH   DFND 4,6 28,000 0 0
CIT GROUP INC COM NEW 125581801 1,008 31,588 SH   DFND 4,5 31,588 0 0
CIT GROUP INC COM NEW 125581801 1,059 33,173 SH   DFND 4,5,7 33,173 0 0
CIT GROUP INC COM NEW 125581801 3,363 105,400 SH   DFND 4,6 105,400 0 0
CME GROUP INC COM 12572Q105 49 500 SH   DFND 4,5 500 0 0
CME GROUP INC COM 12572Q105 94 964 SH   DFND 4,8 964 0 0
CME GROUP INC COM 12572Q105 1,189 12,205 SH   DFND 4,5,9,10 12,205 0 0
CME GROUP INC COM 12572Q105 1,546 15,869 SH   DFND 4,5 15,869 0 0
CME GROUP INC COM 12572Q105 1,948 20,000 SH   DFND 1 20,000 0 0
CME GROUP INC COM 12572Q105 3,818 39,199 SH   DFND 4,5 39,199 0 0
CME GROUP INC COM 12572Q105 4,463 45,818 SH   DFND 1,2 45,818 0 0
CME GROUP INC COM 12572Q105 5,844 60,000 SH   DFND 1 60,000 0 0
CME GROUP INC COM 12572Q105 13,902 142,730 SH   DFND 4,5,9,10 142,730 0 0
CME GROUP INC COM 12572Q105 30,408 312,200 SH   DFND 1,2 312,200 0 0
CMS ENERGY CORP COM 125896100 73 1,600 SH   DFND 4,5,9,10 1,600 0 0
CMS ENERGY CORP COM 125896100 83 1,800 SH   DFND 4,5,9,10 1,800 0 0
CMS ENERGY CORP COM 125896100 474 10,342 SH   DFND 4,8 10,342 0 0
CMS ENERGY CORP COM 125896100 1,091 23,786 SH   DFND 4,5 23,786 0 0
CMS ENERGY CORP COM 125896100 1,264 27,563 SH   DFND 4,5 27,563 0 0
CMS ENERGY CORP COM 125896100 2,307 50,300 SH   DFND 4,5 50,300 0 0
CMS ENERGY CORP COM 125896100 12,780 278,671 SH   DFND 4,5 278,671 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 680 52,910 SH   DFND 4,5 52,910 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 897 69,748 SH   DFND 4,5 69,748 0 0
CNO FINL GROUP INC COM 12621E103 245 14,044 SH   DFND 4,5 14,044 0 0
CSX CORP COM 126408103 12 452 SH   DFND 4,8 452 0 0
CSX CORP COM 126408103 23 900 SH   DFND 4,5 900 0 0
CSX CORP COM 126408103 726 27,822 SH   DFND 4,5,9,10 27,822 0 0
CSX CORP COM 126408103 2,471 94,734 SH   DFND 4,5 94,734 0 0
CSX CORP COM 126408103 2,626 100,691 SH   DFND 4,6 100,691 0 0
CSX CORP COM 126408103 6,371 244,300 SH   DFND 4,5,9,10 244,300 0 0
CSX CORP COM 126408103 11,970 458,982 SH   DFND 4,5 458,982 0 0
CST BRANDS INC COM 12646R105 19 445 SH   DFND 4,5 445 0 0
CST BRANDS INC COM 12646R105 3,445 79,968 SH   DFND 4,5,7 79,968 0 0
CSRA INC COM 12650T104 12 493 SH   DFND 4,5 493 0 0
CSRA INC COM 12650T104 30 1,300 SH   DFND 4,5 1,300 0 0
CSRA INC COM 12650T104 3,116 132,992 SH   DFND 4,5,7 132,992 0 0
CVS HEALTH CORP COM 126650100 86 902 SH   DFND   902 0 0
CVS HEALTH CORP COM 126650100 96 1,002 SH   DFND 1,2 1,002 0 0
CVS HEALTH CORP COM 126650100 127 1,325 SH   DFND 4,8 1,325 0 0
CVS HEALTH CORP COM 126650100 278 2,900 SH   DFND 4,5 2,900 0 0
CVS HEALTH CORP COM 126650100 378 3,952 SH   DFND 4,5 3,952 0 0
CVS HEALTH CORP COM 126650100 900 9,397 SH   DFND   9,397 0 0
CVS HEALTH CORP COM 126650100 3,332 34,798 SH   DFND 1,3 34,798 0 0
CVS HEALTH CORP COM 126650100 4,047 42,271 SH   DFND 4,5 42,271 0 0
CVS HEALTH CORP COM 126650100 5,451 56,932 SH   DFND 4,5,9,10 56,932 0 0
CVS HEALTH CORP COM 126650100 6,287 65,668 SH   DFND 1,2 65,668 0 0
CVS HEALTH CORP COM 126650100 6,328 66,100 SH   DFND 4,6 66,100 0 0
CVS HEALTH CORP COM 126650100 6,720 70,194 SH   DFND 4,6 70,194 0 0
CVS HEALTH CORP COM 126650100 19,927 208,139 SH   DFND 4,5 208,139 0 0
CVS HEALTH CORP COM 126650100 43,073 449,897 SH   DFND 1,2 449,897 0 0
CVS HEALTH CORP COM 126650100 43,368 452,973 SH   DFND 4,5 452,973 0 0
CVS HEALTH CORP COM 126650100 59,883 625,470 SH   DFND 4,5,9,10 625,470 0 0
CA INC COM 12673P105 69 2,100 SH   DFND 4,5,9,10 2,100 0 0
CA INC COM 12673P105 161 4,907 SH   DFND 4,5,9,10 4,907 0 0
CA INC COM 12673P105 361 11,000 SH   DFND 4,5 11,000 0 0
CA INC COM 12673P105 483 14,700 SH   DFND 4,6 14,700 0 0
CA INC COM 12673P105 1,110 33,800 SH   DFND 4,5 33,800 0 0
CA INC COM 12673P105 1,552 47,262 SH   DFND 4,5 47,262 0 0
CA INC COM 12673P105 1,666 50,747 SH   DFND 4,5 50,747 0 0
CABELAS INC COM 126804301 315 6,284 SH   DFND 4,5 6,284 0 0
CABOT OIL & GAS CORP COM 127097103 60 2,324 SH   DFND 4,5,9,10 2,324 0 0
CABOT OIL & GAS CORP COM 127097103 67 2,600 SH   DFND 4,5,9,10 2,600 0 0
CABOT OIL & GAS CORP COM 127097103 719 27,933 SH   DFND 4,5 27,933 0 0
CABOT OIL & GAS CORP COM 127097103 1,632 63,413 SH   DFND 4,5 63,413 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 248 10,201 SH   DFND 4,5 10,201 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 2,633 108,336 SH   DFND 4,5 108,336 0 0
CAESARS ENTMT CORP COM 127686103 104 13,541 SH   DFND 4,5,7 13,541 0 0
CAESARS ACQUISITION CO CL A 12768T103 621 55,365 SH   DFND 4,5,7 55,365 0 0
CALATLANTIC GROUP INC COM 128195104 149 4,052 SH   DFND 4,5 4,052 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 0 13 SH   DFND 1,3 13 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 2 148 SH   DFND 4,6 148 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 7 608 SH   DFND 4,6 608 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 22 1,812 SH   DFND 4,5,7 1,812 0 0
CALPINE CORP COM NEW 131347304 6 376 SH   DFND 4,8 376 0 0
CALPINE CORP COM NEW 131347304 30 2,000 SH   DFND 4,5,9,10 2,000 0 0
CALPINE CORP COM NEW 131347304 109 7,403 SH   DFND 4,5,9,10 7,403 0 0
CALPINE CORP COM NEW 131347304 205 13,887 SH   DFND 4,5 13,887 0 0
CALPINE CORP COM NEW 131347304 430 29,137 SH   DFND 4,5 29,137 0 0
CAMDEN PPTY TR SH BEN INT 133131102 75 849 SH   DFND 4,8 849 0 0
CAMDEN PPTY TR SH BEN INT 133131102 115 1,300 SH   DFND 4,5,9,10 1,300 0 0
CAMDEN PPTY TR SH BEN INT 133131102 223 2,521 SH   DFND   2,521 0 0
CAMDEN PPTY TR SH BEN INT 133131102 327 3,695 SH   DFND 4,5 3,695 0 0
CAMDEN PPTY TR SH BEN INT 133131102 451 5,100 SH   DFND 4,5,9,10 5,100 0 0
CAMDEN PPTY TR SH BEN INT 133131102 480 5,428 SH   DFND 4,5 5,428 0 0
CAMDEN PPTY TR SH BEN INT 133131102 2,248 25,421 SH   DFND 4,5 25,421 0 0
CAMECO CORP COM 13321L108 26 2,400 SH   DFND 4,5,9,10 2,400 0 0
CAMECO CORP COM 13321L108 184 16,807 SH   DFND 4,5 16,807 0 0
CAMECO CORP COM 13321L108 640 58,303 SH   DFND 4,5 58,303 0 0
CAMPBELL SOUP CO COM 134429109 90 1,359 SH   DFND 4,5,9,10 1,359 0 0
CAMPBELL SOUP CO COM 134429109 107 1,615 SH   DFND 4,5,9,10 1,615 0 0
CAMPBELL SOUP CO COM 134429109 109 1,645 SH   DFND 4,8 1,645 0 0
CAMPBELL SOUP CO COM 134429109 121 1,820 SH   DFND   1,820 0 0
CAMPBELL SOUP CO COM 134429109 213 3,200 SH   DFND 4,6 3,200 0 0
CAMPBELL SOUP CO COM 134429109 399 6,000 SH   DFND   6,000 0 0
CAMPBELL SOUP CO COM 134429109 572 8,600 SH   DFND 4,8 8,600 0 0
CAMPBELL SOUP CO COM 134429109 632 9,500 SH   DFND 4,6 9,500 0 0
CAMPBELL SOUP CO COM 134429109 1,046 15,725 SH   DFND 4,5 15,725 0 0
CAMPBELL SOUP CO COM 134429109 1,129 16,963 SH   DFND 4,5 16,963 0 0
CAMPBELL SOUP CO COM 134429109 6,433 96,686 SH   DFND 4,5 96,686 0 0
CAMPBELL SOUP CO COM 134429109 9,470 142,345 SH   DFND 4,5 142,345 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 38 502 SH   DFND 4,8 502 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 75 1,000 SH   DFND 4,5 1,000 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 214 2,850 SH   DFND 1,2 2,850 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 309 4,110 SH   DFND 4,6 4,110 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 354 4,718 SH   DFND 4,5 4,718 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 378 5,029 SH   DFND 4,6 5,029 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 1,625 21,645 SH   DFND 4,5 21,645 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 1,701 22,664 SH   DFND 4,5,9,10 22,664 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 7,710 102,710 SH   DFND 4,5 102,710 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 15,911 211,950 SH   DFND 4,5,9,10 211,950 0 0
CANADIAN NATL RY CO COM 136375102 230 3,900 SH   DFND 4,8 3,900 0 0
CANADIAN NATL RY CO COM 136375102 308 5,211 SH   DFND 4,5,9,10 5,211 0 0
CANADIAN NATL RY CO COM 136375102 526 8,913 SH   DFND 4,6 8,913 0 0
CANADIAN NATL RY CO COM 136375102 661 11,194 SH   DFND 4,5,9,10 11,194 0 0
CANADIAN NATL RY CO COM 136375102 6,048 102,406 SH   DFND 4,5 102,406 0 0
CANADIAN NATL RY CO COM 136375102 7,234 122,482 SH   DFND 4,6 122,482 0 0
CANADIAN NATL RY CO COM 136375102 22,705 384,435 SH   DFND 4,5 384,435 0 0
CANADIAN NAT RES LTD COM 136385101 203 6,600 SH   DFND 4,5,9,10 6,600 0 0
CANADIAN NAT RES LTD COM 136385101 506 16,409 SH   DFND 4,5,9,10 16,409 0 0
CANADIAN NAT RES LTD COM 136385101 617 20,000 SH   DFND 4,6 20,000 0 0
CANADIAN NAT RES LTD COM 136385101 1,719 55,757 SH   DFND 4,5 55,757 0 0
CANADIAN NAT RES LTD COM 136385101 2,473 80,200 SH   DFND 4,6 80,200 0 0
CANADIAN NAT RES LTD COM 136385101 5,806 188,329 SH   DFND 4,5 188,329 0 0
CANADIAN PAC RY LTD COM 13645T100 19 150 SH   DFND 4,8 150 0 0
CANADIAN PAC RY LTD COM 13645T100 39 300 SH   DFND 4,5 300 0 0
CANADIAN PAC RY LTD COM 13645T100 193 1,500 SH   DFND 4,6 1,500 0 0
CANADIAN PAC RY LTD COM 13645T100 634 4,919 SH   DFND 4,5,9,10 4,919 0 0
CANADIAN PAC RY LTD COM 13645T100 1,131 8,781 SH   DFND 4,5 8,781 0 0
CANADIAN PAC RY LTD COM 13645T100 1,162 9,025 SH   DFND 4,5,7 9,025 0 0
CANADIAN PAC RY LTD COM 13645T100 8,460 65,685 SH   DFND 4,5 65,685 0 0
CANADIAN PAC RY LTD COM 13645T100 9,440 73,300 SH   DFND 4,5,9,10 73,300 0 0
CANADIAN SOLAR INC COM 136635109 464 30,700 SH   DFND 1 30,700 0 0
CANADIAN SOLAR INC SR CV NT 4.25%19 136635AE9 34 40,000 PRN   DFND 4,5,7 0 0 40,000
CAPITAL ONE FINL CORP COM 14040H105 9 146 SH   DFND 4,8 146 0 0
CAPITAL ONE FINL CORP COM 14040H105 40 622 SH   DFND 1,3 622 0 0
CAPITAL ONE FINL CORP COM 14040H105 178 2,800 SH   DFND 4,5,9,10 2,800 0 0
CAPITAL ONE FINL CORP COM 14040H105 248 3,900 SH   DFND 4,6 3,900 0 0
CAPITAL ONE FINL CORP COM 14040H105 324 5,100 SH   DFND 4,5 5,100 0 0
CAPITAL ONE FINL CORP COM 14040H105 381 5,998 SH   DFND 4,5,9,10 5,998 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,773 27,912 SH   DFND 4,5 27,912 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,029 31,950 SH   DFND 4,6 31,950 0 0
CAPITAL ONE FINL CORP COM 14040H105 8,754 137,830 SH   DFND 4,5 137,830 0 0
CAPITOL FED FINL INC COM 14057J101 314 22,500 SH   DFND 4,5,9,10 22,500 0 0
CARDINAL HEALTH INC COM 14149Y108 164 2,100 SH   DFND 4,5,9,10 2,100 0 0
CARDINAL HEALTH INC COM 14149Y108 232 2,980 SH   DFND 4,5,9,10 2,980 0 0
CARDINAL HEALTH INC COM 14149Y108 478 6,130 SH   DFND 4,6 6,130 0 0
CARDINAL HEALTH INC COM 14149Y108 803 10,292 SH   DFND 4,8 10,292 0 0
CARDINAL HEALTH INC COM 14149Y108 983 12,599 SH   DFND 4,5 12,599 0 0
CARDINAL HEALTH INC COM 14149Y108 2,403 30,800 SH   DFND 4,5 30,800 0 0
CARDINAL HEALTH INC COM 14149Y108 2,554 32,744 SH   DFND 4,5 32,744 0 0
CARDINAL HEALTH INC COM 14149Y108 18,280 234,335 SH   DFND 4,5 234,335 0 0
CARE CAP PPTYS INC COM 141624106 94 3,579 SH   DFND 4,5 3,579 0 0
CARE CAP PPTYS INC COM 141624106 121 4,633 SH   DFND 4,5,9,10 4,633 0 0
CARE CAP PPTYS INC COM 141624106 473 18,039 SH   DFND 4,5 18,039 0 0
CARETRUST REIT INC COM 14174T107 41 2,999 SH   DFND 4,5,9,10 2,999 0 0
CARLISLE COS INC COM 142339100 644 6,093 SH   DFND 4,5 6,093 0 0
CARMAX INC COM 143130102 49 1,000 SH   DFND 4,5,9,10 1,000 0 0
CARMAX INC COM 143130102 69 1,400 SH   DFND 4,5,9,10 1,400 0 0
CARMAX INC COM 143130102 532 10,857 SH   DFND 4,5 10,857 0 0
CARMAX INC COM 143130102 899 18,340 SH   DFND 4,5 18,340 0 0
CARMIKE CINEMAS INC COM 143436400 76 2,525 SH   DFND 4,5,7 2,525 0 0
CARMIKE CINEMAS INC COM 143436400 127 4,220 SH   DFND 4,5,7 4,220 0 0
CARNIVAL CORP PAIRED CTF 143658300 11 238 SH   DFND 4,8 238 0 0
CARNIVAL CORP PAIRED CTF 143658300 44 1,000 SH   DFND 4,8 1,000 0 0
CARNIVAL CORP PAIRED CTF 143658300 44 1,000 SH   DFND 4,5 1,000 0 0
CARNIVAL CORP PAIRED CTF 143658300 119 2,700 SH   DFND 4,5,9,10 2,700 0 0
CARNIVAL CORP PAIRED CTF 143658300 147 3,317 SH   DFND 4,5,9,10 3,317 0 0
CARNIVAL CORP PAIRED CTF 143658300 230 5,200 SH   DFND 4,6 5,200 0 0
CARNIVAL CORP PAIRED CTF 143658300 1,299 29,399 SH   DFND 4,5 29,399 0 0
CARNIVAL CORP PAIRED CTF 143658300 1,911 43,234 SH   DFND 4,5 43,234 0 0
CARNIVAL CORP PAIRED CTF 143658300 4,119 93,200 SH   DFND 4,6 93,200 0 0
CARRIZO OIL & GAS INC COM 144577103 237 6,600 SH   DFND 1,3 6,600 0 0
CARRIZO OIL & GAS INC COM 144577103 2,129 59,400 SH   DFND 1,2 59,400 0 0
CARTER INC COM 146229109 202 1,901 SH   DFND 4,5 1,901 0 0
CASEYS GEN STORES INC COM 147528103 420 3,193 SH   DFND 4,5 3,193 0 0
CASEYS GEN STORES INC COM 147528103 1,052 8,000 SH   DFND 4,6 8,000 0 0
CATERPILLAR INC DEL COM 149123101 201 2,650 SH   DFND   2,650 0 0
CATERPILLAR INC DEL COM 149123101 227 3,000 SH   DFND 4,5,9,10 3,000 0 0
CATERPILLAR INC DEL COM 149123101 416 5,481 SH   DFND 4,5 5,481 0 0
CATERPILLAR INC DEL COM 149123101 487 6,420 SH   DFND 4,5,9,10 6,420 0 0
CATERPILLAR INC DEL COM 149123101 750 9,890 SH   DFND   9,890 0 0
CATERPILLAR INC DEL COM 149123101 3,150 41,550 SH   DFND 4,6 41,550 0 0
CATERPILLAR INC DEL COM 149123101 4,718 62,230 SH   DFND 4,6 62,230 0 0
CATERPILLAR INC DEL COM 149123101 5,258 69,359 SH   DFND 4,5 69,359 0 0
CATERPILLAR INC DEL COM 149123101 68,520 903,835 SH   DFND 4,5 903,835 0 0
CATHAY GEN BANCORP COM 149150104 983 34,844 SH   DFND 4,5 34,844 0 0
CAVIUM INC COM 14964U108 131 3,400 SH   DFND 4,6 3,400 0 0
CAVIUM INC COM 14964U108 1,062 27,500 SH   DFND 4,5 27,500 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 30 3,988 SH   DFND 4,5 3,988 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 32 4,300 SH   DFND 4,5,9,10 4,300 0 0
CELANESE CORP DEL COM SER A 150870103 65 1,000 SH   DFND 4,5 1,000 0 0
CELANESE CORP DEL COM SER A 150870103 125 1,915 SH   DFND 4,8 1,915 0 0
CELANESE CORP DEL COM SER A 150870103 859 13,127 SH   DFND 4,5,9,10 13,127 0 0
CELANESE CORP DEL COM SER A 150870103 1,039 15,880 SH   DFND 4,5 15,880 0 0
CELANESE CORP DEL COM SER A 150870103 1,308 19,978 SH   DFND 4,5 19,978 0 0
CELANESE CORP DEL COM SER A 150870103 1,508 23,040 SH   DFND 4,5,9,10 23,040 0 0
CELANESE CORP DEL COM SER A 150870103 7,671 117,200 SH   DFND 4,6 117,200 0 0
CELANESE CORP DEL COM SER A 150870103 9,084 138,800 SH   DFND 4,6 138,800 0 0
CELGENE CORP COM 151020104 306 3,100 SH   DFND 4,8 3,100 0 0
CELGENE CORP COM 151020104 414 4,200 SH   DFND 4,5,9,10 4,200 0 0
CELGENE CORP COM 151020104 537 5,440 SH   DFND 4,6 5,440 0 0
CELGENE CORP COM 151020104 787 7,984 SH   DFND 4,8 7,984 0 0
CELGENE CORP COM 151020104 879 8,908 SH   DFND 4,5,9,10 8,908 0 0
CELGENE CORP COM 151020104 993 10,063 SH   DFND 4,5 10,063 0 0
CELGENE CORP COM 151020104 5,928 60,100 SH   DFND 4,6 60,100 0 0
CELGENE CORP COM 151020104 7,889 79,987 SH   DFND 4,5 79,987 0 0
CELGENE CORP COM 151020104 26,797 271,689 SH   DFND 4,5 271,689 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 40 6,473 SH   DFND 1 6,473 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 22,353 3,622,810 SH   DFND 4,5 3,622,810 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 36,548 5,923,490 SH   DFND 4,5 5,923,490 0 0
CENTENE CORP DEL COM 15135B101 71 1,000 SH   DFND 4,5,9,10 1,000 0 0
CENTENE CORP DEL COM 15135B101 173 2,428 SH   DFND 4,5 2,428 0 0
CENTENE CORP DEL COM 15135B101 592 8,300 SH   DFND   8,300 0 0
CENTENE CORP DEL COM 15135B101 1,204 16,871 SH   DFND 4,5 16,871 0 0
CENTENE CORP DEL COM 15135B101 1,228 17,200 SH   DFND 4,8 17,200 0 0
CENTENE CORP DEL COM 15135B101 2,948 41,300 SH   DFND 4,6 41,300 0 0
CENTENE CORP DEL COM 15135B101 15,794 221,300 SH   DFND 4,5 221,300 0 0
CENTENE CORP DEL COM 15135B101 20,809 291,568 SH   DFND 4,5 291,568 0 0
CENOVUS ENERGY INC COM 15135U109 39 2,836 SH   DFND 4,5,9,10 2,836 0 0
CENOVUS ENERGY INC COM 15135U109 140 10,118 SH   DFND 4,5 10,118 0 0
CENOVUS ENERGY INC COM 15135U109 244 17,685 SH   DFND 4,5,9,10 17,685 0 0
CENOVUS ENERGY INC COM 15135U109 336 24,303 SH   DFND 4,5 24,303 0 0
CENOVUS ENERGY INC COM 15135U109 886 64,091 SH   DFND 4,5 64,091 0 0
CENTERPOINT ENERGY INC COM 15189T107 60 2,500 SH   DFND 4,5,9,10 2,500 0 0
CENTERPOINT ENERGY INC COM 15189T107 118 4,921 SH   DFND 4,5,9,10 4,921 0 0
CENTERPOINT ENERGY INC COM 15189T107 285 11,860 SH   DFND 4,8 11,860 0 0
CENTERPOINT ENERGY INC COM 15189T107 594 24,730 SH   DFND 4,5 24,730 0 0
CENTERPOINT ENERGY INC COM 15189T107 7,710 321,249 SH   DFND 4,5 321,249 0 0
CENTURYLINK INC COM 156700106 133 4,600 SH   DFND 4,8 4,600 0 0
CENTURYLINK INC COM 156700106 138 4,753 SH   DFND 4,8 4,753 0 0
CENTURYLINK INC COM 156700106 249 8,587 SH   DFND 4,5,9,10 8,587 0 0
CENTURYLINK INC COM 156700106 453 15,600 SH   DFND 4,5,9,10 15,600 0 0
CENTURYLINK INC COM 156700106 783 27,000 SH   DFND 4,6 27,000 0 0
CENTURYLINK INC COM 156700106 1,607 55,400 SH   DFND 4,5 55,400 0 0
CENTURYLINK INC COM 156700106 1,898 65,441 SH   DFND 4,5 65,441 0 0
CENTURYLINK INC COM 156700106 1,983 68,353 SH   DFND 4,5 68,353 0 0
CENVEO INC COM 15670S105 14 17,308 SH   DFND 4,5,7 17,308 0 0
CERNER CORP COM 156782104 117 2,000 SH   DFND 4,5,9,10 2,000 0 0
CERNER CORP COM 156782104 179 3,046 SH   DFND   3,046 0 0
CERNER CORP COM 156782104 243 4,148 SH   DFND 4,5,9,10 4,148 0 0
CERNER CORP COM 156782104 265 4,526 SH   DFND 4,5 4,526 0 0
CERNER CORP COM 156782104 815 13,910 SH   DFND   13,910 0 0
CERNER CORP COM 156782104 1,231 21,003 SH   DFND 4,5 21,003 0 0
CERNER CORP COM 156782104 1,774 30,275 SH   DFND 4,5 30,275 0 0
CHARLES RIV LABS INTL INC COM 159864107 840 10,188 SH   DFND 4,5 10,188 0 0
CHARTER COMMUNICATIONS INC NEW CL A 16119P108 118 518 SH   DFND 4,5,7 518 0 0
CHARTER COMMUNICATIONS INC NEW CL A 16119P108 198 866 SH   DFND 4,5,7 866 0 0
CHARTER COMMUNICATIONS INC NEW CL A 16119P108 241 1,053 SH   DFND 4,5,9,10 1,053 0 0
CHARTER COMMUNICATIONS INC NEW CL A 16119P108 579 2,533 SH   DFND 4,5,9,10 2,533 0 0
CHARTER COMMUNICATIONS INC NEW CL A 16119P108 1,578 6,902 SH   DFND 4,6 6,902 0 0
CHARTER COMMUNICATIONS INC NEW CL A 16119P108 2,798 12,239 SH   DFND 4,5,7 12,239 0 0
CHARTER COMMUNICATIONS INC NEW CL A 16119P108 2,931 12,821 SH   DFND 4,5 12,821 0 0
CHARTER COMMUNICATIONS INC NEW CL A 16119P108 4,546 19,881 SH   DFND 4,5 19,881 0 0
CHATHAM LODGING TR COM 16208T102 19 862 SH   DFND 4,5 862 0 0
CHATHAM LODGING TR COM 16208T102 46 2,100 SH   DFND 4,5,9,10 2,100 0 0
CHATHAM LODGING TR COM 16208T102 248 11,300 SH   DFND 4,5 11,300 0 0
CHEESECAKE FACTORY INC COM 163072101 453 9,405 SH   DFND 4,5 9,405 0 0
CHENIERE ENERGY INC COM NEW 16411R208 41 1,100 SH   DFND 4,5,9,10 1,100 0 0
CHENIERE ENERGY INC COM NEW 16411R208 109 2,900 SH   DFND 4,5,9,10 2,900 0 0
CHENIERE ENERGY INC COM NEW 16411R208 292 7,765 SH   DFND 4,5 7,765 0 0
CHENIERE ENERGY INC COM NEW 16411R208 497 13,238 SH   DFND 4,5 13,238 0 0
CHENIERE ENERGY INC SR CV NT 4.25%45 16411RAG4 116 206,000 PRN   DFND 4,5,7 0 0 206,000
CHESAPEAKE ENERGY CORP COM 165167107 20 4,609 SH   DFND 4,5 4,609 0 0
CHESAPEAKE ENERGY CORP COM 165167107 49 11,377 SH   DFND 4,5 11,377 0 0
CHESAPEAKE ENERGY CORP SR NT CV 2.5%37 165167BZ9 808 876,000 PRN   DFND 4,5,7 0 0 876,000
CHESAPEAKE ENERGY CORP SR CONT CV NT 37 165167CA3 247 268,000 PRN   DFND 4,5,7 0 0 268,000
CHESAPEAKE LODGING TR SH BEN INT 165240102 74 3,199 SH   DFND 4,5 3,199 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 77 3,300 SH   DFND 4,5,9,10 3,300 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 323 13,900 SH   DFND 4,5 13,900 0 0
CHEVRON CORP NEW COM 166764100 29 280 SH   DFND 1,2 280 0 0
CHEVRON CORP NEW COM 166764100 52 496 SH   DFND 4,8 496 0 0
CHEVRON CORP NEW COM 166764100 63 600 SH   DFND 4,5 600 0 0
CHEVRON CORP NEW COM 166764100 97 926 SH   DFND 1,3 926 0 0
CHEVRON CORP NEW COM 166764100 210 2,000 SH   DFND 4,5 2,000 0 0
CHEVRON CORP NEW COM 166764100 1,154 11,006 SH   DFND 4,5 11,006 0 0
CHEVRON CORP NEW COM 166764100 3,264 31,138 SH   DFND 4,5,9,10 31,138 0 0
CHEVRON CORP NEW COM 166764100 5,413 51,639 SH   DFND 4,5 51,639 0 0
CHEVRON CORP NEW COM 166764100 6,057 57,776 SH   DFND 1,2 57,776 0 0
CHEVRON CORP NEW COM 166764100 13,303 126,900 SH   DFND 4,6 126,900 0 0
CHEVRON CORP NEW COM 166764100 17,462 166,571 SH   DFND 4,5 166,571 0 0
CHEVRON CORP NEW COM 166764100 20,714 197,593 SH   DFND 4,5 197,593 0 0
CHEVRON CORP NEW COM 166764100 22,655 216,110 SH   DFND 4,6 216,110 0 0
CHEVRON CORP NEW COM 166764100 31,760 302,970 SH   DFND 4,5,9,10 302,970 0 0
CHEVRON CORP NEW COM 166764100 41,384 394,772 SH   DFND 1,2 394,772 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 1,759 50,800 SH   DFND 4,5 50,800 0 0
CHINA BIOLOGIC PRODS INC COM 16938C106 74 700 SH   DFND 4,5 700 0 0
CHINA BIOLOGIC PRODS INC COM 16938C106 171 1,610 SH   DFND 4,5,9,10 1,610 0 0
CHINA BIOLOGIC PRODS INC COM 16938C106 556 5,230 SH   DFND 4,5 5,230 0 0
CHINA BIOLOGIC PRODS INC COM 16938C106 2,552 24,000 SH   DFND 4,5 24,000 0 0
CHINA BIOLOGIC PRODS INC COM 16938C106 5,202 48,930 SH   DFND 4,5 48,930 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 181 3,120 SH   DFND 4,5,7 3,120 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 93 231 SH   DFND 4,5,9,10 231 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 147 366 SH   DFND 4,5,9,10 366 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 596 1,481 SH   DFND 4,5 1,481 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 971 2,410 SH   DFND 4,5,7 2,410 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,563 3,880 SH   DFND 4,6 3,880 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 2,731 6,781 SH   DFND 4,5 6,781 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 13,653 376,110 SH   DFND 4,5 376,110 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 23,688 652,550 SH   DFND 4,5 652,550 0 0
CHURCH & DWIGHT INC COM 171340102 13 126 SH   DFND 4,8 126 0 0
CHURCH & DWIGHT INC COM 171340102 76 734 SH   DFND   734 0 0
CHURCH & DWIGHT INC COM 171340102 103 1,000 SH   DFND 4,5,9,10 1,000 0 0
CHURCH & DWIGHT INC COM 171340102 147 1,428 SH   DFND 4,5,9,10 1,428 0 0
CHURCH & DWIGHT INC COM 171340102 226 2,200 SH   DFND 4,6 2,200 0 0
CHURCH & DWIGHT INC COM 171340102 384 3,730 SH   DFND   3,730 0 0
CHURCH & DWIGHT INC COM 171340102 669 6,500 SH   DFND 4,5 6,500 0 0
CHURCH & DWIGHT INC COM 171340102 1,235 12,000 SH   DFND 4,6 12,000 0 0
CHURCH & DWIGHT INC COM 171340102 1,379 13,400 SH   DFND 4,5 13,400 0 0
CHURCH & DWIGHT INC COM 171340102 5,981 58,127 SH   DFND 4,5 58,127 0 0
CHURCH & DWIGHT INC COM 171340102 6,607 64,219 SH   DFND 4,5 64,219 0 0
CHURCHILL DOWNS INC COM 171484108 366 2,900 SH   DFND 1,3 2,900 0 0
CHURCHILL DOWNS INC COM 171484108 1,933 15,300 SH   DFND 1,2 15,300 0 0
CIENA CORP COM NEW 171779309 14 750 SH   DFND 4,5,7 750 0 0
CIENA CORP COM NEW 171779309 135 7,177 SH   DFND 4,5 7,177 0 0
CIMAREX ENERGY CO COM 171798101 60 500 SH   DFND 4,5,9,10 500 0 0
CIMAREX ENERGY CO COM 171798101 184 1,539 SH   DFND 4,5,9,10 1,539 0 0
CIMAREX ENERGY CO COM 171798101 580 4,859 SH   DFND 4,5 4,859 0 0
CIMAREX ENERGY CO COM 171798101 859 7,195 SH   DFND 4,5 7,195 0 0
CINCINNATI FINL CORP COM 172062101 75 1,000 SH   DFND 4,5,9,10 1,000 0 0
CINCINNATI FINL CORP COM 172062101 80 1,072 SH   DFND 4,8 1,072 0 0
CINCINNATI FINL CORP COM 172062101 139 1,861 SH   DFND 4,5,9,10 1,861 0 0
CINCINNATI FINL CORP COM 172062101 562 7,508 SH   DFND 4,5 7,508 0 0
CINCINNATI FINL CORP COM 172062101 2,002 26,738 SH   DFND 4,5 26,738 0 0
CINEMARK HOLDINGS INC COM 17243V102 704 19,301 SH   DFND 4,5 19,301 0 0
CIRRUS LOGIC INC COM 172755100 45 1,165 SH   DFND 4,8 1,165 0 0
CIRRUS LOGIC INC COM 172755100 101 2,600 SH   DFND 4,5 2,600 0 0
CIRRUS LOGIC INC COM 172755100 822 21,200 SH   DFND 4,5 21,200 0 0
CIRRUS LOGIC INC COM 172755100 1,175 30,300 SH   DFND 4,5,9,10 30,300 0 0
CIRRUS LOGIC INC COM 172755100 7,162 184,630 SH   DFND 4,5,9,10 184,630 0 0
CISCO SYS INC COM 17275R102 192 6,700 SH   DFND 4,8 6,700 0 0
CISCO SYS INC COM 17275R102 199 6,951 SH   DFND   6,951 0 0
CISCO SYS INC COM 17275R102 252 8,800 SH   DFND 4,5 8,800 0 0
CISCO SYS INC COM 17275R102 351 12,220 SH   DFND 4,5 12,220 0 0
CISCO SYS INC COM 17275R102 353 12,300 SH   DFND 4,5 12,300 0 0
CISCO SYS INC COM 17275R102 411 14,338 SH   DFND 4,8 14,338 0 0
CISCO SYS INC COM 17275R102 609 21,222 SH   DFND 1,3 21,222 0 0
CISCO SYS INC COM 17275R102 1,227 42,784 SH   DFND   42,784 0 0
CISCO SYS INC COM 17275R102 1,557 54,274 SH   DFND 4,5 54,274 0 0
CISCO SYS INC COM 17275R102 2,238 78,000 SH   DFND 4,5 78,000 0 0
CISCO SYS INC COM 17275R102 2,780 96,900 SH   DFND 4,5 96,900 0 0
CISCO SYS INC COM 17275R102 5,560 193,800 SH   DFND 4,6 193,800 0 0
CISCO SYS INC COM 17275R102 6,127 213,545 SH   DFND 4,5,9,10 213,545 0 0
CISCO SYS INC COM 17275R102 7,210 251,321 SH   DFND 4,6 251,321 0 0
CISCO SYS INC COM 17275R102 13,605 474,212 SH   DFND 4,5 474,212 0 0
CISCO SYS INC COM 17275R102 39,955 1,392,640 SH   DFND 4,5,9,10 1,392,640 0 0
CISCO SYS INC COM 17275R102 44,122 1,537,883 SH   DFND 4,5 1,537,883 0 0
CINTAS CORP COM 172908105 30 301 SH   DFND 4,8 301 0 0
CINTAS CORP COM 172908105 59 600 SH   DFND 4,5 600 0 0
CINTAS CORP COM 172908105 756 7,700 SH   DFND 4,6 7,700 0 0
CINTAS CORP COM 172908105 1,242 12,659 SH   DFND 4,5,9,10 12,659 0 0
CINTAS CORP COM 172908105 3,926 40,013 SH   DFND 4,5 40,013 0 0
CINTAS CORP COM 172908105 4,375 44,586 SH   DFND 4,5 44,586 0 0
CINTAS CORP COM 172908105 14,418 146,927 SH   DFND 4,5,9,10 146,927 0 0
CITIGROUP INC COM NEW 172967424 0 1 SH   DFND 1 1 0 0
CITIGROUP INC COM NEW 172967424 14 336 SH   DFND 1,2 336 0 0
CITIGROUP INC COM NEW 172967424 32 750 SH   DFND 4,5 750 0 0
CITIGROUP INC COM NEW 172967424 38 900 SH   DFND 4,5 900 0 0
CITIGROUP INC COM NEW 172967424 91 2,145 SH   DFND 1,2 2,145 0 0
CITIGROUP INC COM NEW 172967424 139 3,289 SH   DFND 1 3,289 0 0
CITIGROUP INC COM NEW 172967424 309 7,300 SH   DFND 4,5 7,300 0 0
CITIGROUP INC COM NEW 172967424 917 21,640 SH   DFND 4,8 21,640 0 0
CITIGROUP INC COM NEW 172967424 2,047 48,298 SH   DFND 4,5,9,10 48,298 0 0
CITIGROUP INC COM NEW 172967424 3,938 92,900 SH   DFND 4,5 92,900 0 0
CITIGROUP INC COM NEW 172967424 9,910 233,790 SH   DFND 4,5,9,10 233,790 0 0
CITIGROUP INC COM NEW 172967424 10,466 246,896 SH   DFND 4,5 246,896 0 0
CITIGROUP INC COM NEW 172967424 10,547 248,817 SH   DFND 4,6 248,817 0 0
CITIGROUP INC COM NEW 172967424 10,576 249,483 SH   DFND 4,6 249,483 0 0
CITIGROUP INC COM NEW 172967424 17,479 412,345 SH   DFND 4,5 412,345 0 0
CITIZENS FINL GROUP INC COM 174610105 5 258 SH   DFND 4,8 258 0 0
CITIZENS FINL GROUP INC COM 174610105 16 800 SH   DFND 4,5,9,10 800 0 0
CITIZENS FINL GROUP INC COM 174610105 100 5,000 SH   DFND 4,5,9,10 5,000 0 0
CITIZENS FINL GROUP INC COM 174610105 567 28,374 SH   DFND 4,5 28,374 0 0
CITIZENS FINL GROUP INC COM 174610105 1,302 65,162 SH   DFND 4,5 65,162 0 0
CITRIX SYS INC COM 177376100 73 910 SH   DFND 4,8 910 0 0
CITRIX SYS INC COM 177376100 88 1,100 SH   DFND 4,5,9,10 1,100 0 0
CITRIX SYS INC COM 177376100 176 2,200 SH   DFND 4,6 2,200 0 0
CITRIX SYS INC COM 177376100 222 2,772 SH   DFND 4,5,9,10 2,772 0 0
CITRIX SYS INC COM 177376100 346 4,315 SH   DFND   4,315 0 0
CITRIX SYS INC COM 177376100 1,023 12,778 SH   DFND 4,5 12,778 0 0
CITRIX SYS INC COM 177376100 2,098 26,200 SH   DFND 4,6 26,200 0 0
CITRIX SYS INC COM 177376100 2,408 30,070 SH   DFND 4,5 30,070 0 0
CITRIX SYS INC COM 177376100 3,307 41,297 SH   DFND 4,5 41,297 0 0
CITRIX SYS INC SR CONV NT0.5%19 177376AD2 597 537,000 PRN   DFND 4,5 0 0 537,000
CITY OFFICE REIT INC COM 178587101 13 1,000 SH   DFND 4,5,9,10 1,000 0 0
CLEAN HARBORS INC COM 184496107 198 3,800 SH   DFND   3,800 0 0
CLEAR CHANNEL OUTDOOR HLDGS IN CL A 18451C109 343 55,120 SH   DFND 4,5,7 55,120 0 0
CLOROX CO DEL COM 189054109 60 431 SH   DFND 4,8 431 0 0
CLOROX CO DEL COM 189054109 83 600 SH   DFND 4,5 600 0 0
CLOROX CO DEL COM 189054109 457 3,300 SH   DFND 4,6 3,300 0 0
CLOROX CO DEL COM 189054109 1,034 7,469 SH   DFND 4,5 7,469 0 0
CLOROX CO DEL COM 189054109 1,591 11,500 SH   DFND 4,5,9,10 11,500 0 0
CLOROX CO DEL COM 189054109 4,456 32,200 SH   DFND 4,6 32,200 0 0
CLOROX CO DEL COM 189054109 7,489 54,117 SH   DFND 4,5 54,117 0 0
CLOROX CO DEL COM 189054109 8,171 59,042 SH   DFND 4,5 59,042 0 0
CLOROX CO DEL COM 189054109 19,159 138,440 SH   DFND 4,5,9,10 138,440 0 0
CLUBCORP HLDGS INC COM 18948M108 325 25,031 SH   DFND 4,5,7 25,031 0 0
CLUBCORP HLDGS INC COM 18948M108 4,926 378,896 SH   DFND 4,5,7 378,896 0 0
COACH INC COM 189754104 65 1,600 SH   DFND 4,5,9,10 1,600 0 0
COACH INC COM 189754104 156 3,841 SH   DFND 4,5,9,10 3,841 0 0
COACH INC COM 189754104 683 16,760 SH   DFND 4,5 16,760 0 0
COACH INC COM 189754104 1,067 26,190 SH   DFND   26,190 0 0
COACH INC COM 189754104 1,543 37,875 SH   DFND 4,5 37,875 0 0
COACH INC COM 189754104 4,240 104,071 SH   DFND 4,6 104,071 0 0
COBALT INTL ENERGY INC COM 19075F106 571 426,400 SH   DFND 4,5,7 426,400 0 0
COBALT INTL ENERGY INC SR CV NT2.625%19 19075FAA4 1,952 5,204,000 PRN   DFND 4,5,7 0 0 5,204,000
COBALT INTL ENERGY INC SR CV NT3.125%24 19075FAB2 1,134 3,436,000 PRN   DFND 4,5,7 0 0 3,436,000
COCA COLA CO COM 191216100 86 1,900 SH   DFND 1 1,900 0 0
COCA COLA CO COM 191216100 261 5,765 SH   DFND 4,8 5,765 0 0
COCA COLA CO COM 191216100 286 6,300 SH   DFND 4,5 6,300 0 0
COCA COLA CO COM 191216100 323 7,120 SH   DFND 4,5 7,120 0 0
COCA COLA CO COM 191216100 1,133 25,000 SH   DFND 4,6 25,000 0 0
COCA COLA CO COM 191216100 7,064 155,844 SH   DFND 4,5,9,10 155,844 0 0
COCA COLA CO COM 191216100 9,026 199,111 SH   DFND 4,6 199,111 0 0
COCA COLA CO COM 191216100 21,547 475,329 SH   DFND 4,5 475,329 0 0
COCA COLA CO COM 191216100 70,439 1,553,910 SH   DFND 4,5,9,10 1,553,910 0 0
COCA COLA CO COM 191216100 76,793 1,694,098 SH   DFND 4,5 1,694,098 0 0
COGNEX CORP COM 192422103 133 3,079 SH   DFND 4,5 3,079 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 10 175 SH   DFND 4,8 175 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 117 2,040 SH   DFND 4,6 2,040 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 206 3,600 SH   DFND 4,5,9,10 3,600 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 252 4,400 SH   DFND 4,5 4,400 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 336 5,878 SH   DFND 4,5,9,10 5,878 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 1,826 31,900 SH   DFND 4,6 31,900 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 2,421 42,300 SH   DFND 4,5 42,300 0 0
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DARDEN RESTAURANTS INC COM 237194105 49 775 SH   DFND 4,5 775 0 0
DARDEN RESTAURANTS INC COM 237194105 51 800 SH   DFND 4,5,9,10 800 0 0
DARDEN RESTAURANTS INC COM 237194105 125 1,967 SH   DFND 4,5,9,10 1,967 0 0
DARDEN RESTAURANTS INC COM 237194105 532 8,400 SH   DFND 4,8 8,400 0 0
DARDEN RESTAURANTS INC COM 237194105 2,344 37,000 SH   DFND 4,5 37,000 0 0
DARDEN RESTAURANTS INC COM 237194105 4,044 63,838 SH   DFND 4,5 63,838 0 0
DARDEN RESTAURANTS INC COM 237194105 6,294 99,370 SH   DFND 4,5 99,370 0 0
DARLING INGREDIENTS INC COM 237266101 200 13,400 SH   DFND 4,6 13,400 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 67 872 SH   DFND 4,5,9,10 872 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 85 1,100 SH   DFND 4,8 1,100 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 93 1,200 SH   DFND 4,5,9,10 1,200 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 1,260 16,300 SH   DFND 4,5 16,300 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 1,420 18,359 SH   DFND 4,5 18,359 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 3,374 43,635 SH   DFND 4,5 43,635 0 0
DEAN FOODS CO NEW COM NEW 242370203 162 8,941 SH   DFND 4,5 8,941 0 0
DEERE & CO COM 244199105 8 102 SH   DFND 4,8 102 0 0
DEERE & CO COM 244199105 81 1,000 SH   DFND 4,5 1,000 0 0
DEERE & CO COM 244199105 122 1,500 SH   DFND 4,5,9,10 1,500 0 0
DEERE & CO COM 244199105 338 4,170 SH   DFND 4,5 4,170 0 0
DEERE & CO COM 244199105 340 4,193 SH   DFND 4,5,9,10 4,193 0 0
DEERE & CO COM 244199105 3,142 38,768 SH   DFND 4,5 38,768 0 0
DEERE & CO COM 244199105 10,127 124,963 SH   DFND 4,6 124,963 0 0
DEERE & CO COM 244199105 10,568 130,401 SH   DFND 4,5 130,401 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 21 571 SH   DFND 1,3 571 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 55 1,500 SH   DFND 4,5,9,10 1,500 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,011 55,200 SH   DFND 4,5,7 55,200 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,021 55,474 SH   DFND 4,5 55,474 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,348 64,459 SH   DFND 4,5 64,459 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,670 73,300 SH   DFND 4,6 73,300 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,206 88,000 SH   DFND 4,6 88,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,950 108,415 SH   DFND 4,5 108,415 0 0
DELUXE CORP COM 248019101 465 7,006 SH   DFND 4,5 7,006 0 0
DEMANDWARE INC COM 24802Y105 959 12,800 SH   DFND 4,5 12,800 0 0
DENTSPLY SIRONA INC COM 24906P109 6 94 SH   DFND 4,8 94 0 0
DENTSPLY SIRONA INC COM 24906P109 56 900 SH   DFND 4,5,9,10 900 0 0
DENTSPLY SIRONA INC COM 24906P109 220 3,546 SH   DFND 4,5,9,10 3,546 0 0
DENTSPLY SIRONA INC COM 24906P109 812 13,081 SH   DFND 4,5 13,081 0 0
DENTSPLY SIRONA INC COM 24906P109 949 15,296 SH   DFND 4,5 15,296 0 0
DENTSPLY SIRONA INC COM 24906P109 1,318 21,249 SH   DFND 4,6 21,249 0 0
DENTSPLY SIRONA INC COM 24906P109 5,424 87,435 SH   DFND 4,5 87,435 0 0
DEPOMED INC COM 249908104 497 25,307 SH   DFND 4,5,7 25,307 0 0
DEPOMED INC SR GLBL CV NT 21 249908AA2 2,910 2,411,000 PRN   DFND 4,5,7 0 0 2,411,000
DEVON ENERGY CORP NEW COM 25179M103 36 986 SH   DFND 4,8 986 0 0
DEVON ENERGY CORP NEW COM 25179M103 80 2,200 SH   DFND 4,5 2,200 0 0
DEVON ENERGY CORP NEW COM 25179M103 723 19,953 SH   DFND 4,5 19,953 0 0
DEVON ENERGY CORP NEW COM 25179M103 1,014 27,963 SH   DFND 4,5 27,963 0 0
DEVON ENERGY CORP NEW COM 25179M103 1,529 42,185 SH   DFND 4,5,9,10 42,185 0 0
DEVON ENERGY CORP NEW COM 25179M103 2,381 65,681 SH   DFND 4,6 65,681 0 0
DEVON ENERGY CORP NEW COM 25179M103 14,580 402,200 SH   DFND 4,5,9,10 402,200 0 0
DEVRY ED GROUP INC COM 251893103 421 23,620 SH   DFND 4,5 23,620 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 11 456 SH   DFND 4,5 456 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 14 572 SH   DFND 4,5 572 0 0
DIAMOND RESORTS INTL INC COM 25272T104 96 3,190 SH   DFND 4,5,7 3,190 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 93 10,257 SH   DFND 4,5 10,257 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 99 10,932 SH   DFND 4,5,9,10 10,932 0 0
DICKS SPORTING GOODS INC COM 253393102 43 955 SH   DFND 4,8 955 0 0
DICKS SPORTING GOODS INC COM 253393102 86 1,900 SH   DFND 4,5 1,900 0 0
DICKS SPORTING GOODS INC COM 253393102 907 20,130 SH   DFND 4,5 20,130 0 0
DICKS SPORTING GOODS INC COM 253393102 1,136 25,220 SH   DFND 4,5 25,220 0 0
DICKS SPORTING GOODS INC COM 253393102 1,582 35,100 SH   DFND 4,5 35,100 0 0
DICKS SPORTING GOODS INC COM 253393102 1,649 36,600 SH   DFND 4,5,9,10 36,600 0 0
DICKS SPORTING GOODS INC COM 253393102 24,981 554,384 SH   DFND 4,5,9,10 554,384 0 0
DIGITAL RLTY TR INC COM 253868103 320 2,935 SH   DFND 4,5,9,10 2,935 0 0
DIGITAL RLTY TR INC COM 253868103 743 6,815 SH   DFND 4,5 6,815 0 0
DIGITAL RLTY TR INC COM 253868103 1,068 9,800 SH   DFND 4,5,9,10 9,800 0 0
DIGITAL RLTY TR INC COM 253868103 2,053 18,836 SH   DFND 4,5 18,836 0 0
DIGITAL RLTY TR INC COM 253868103 2,256 20,700 SH   DFND 1,2 20,700 0 0
DIGITAL RLTY TR INC COM 253868103 5,693 52,236 SH   DFND 4,5 52,236 0 0
DIGITAL RLTY TR INC COM 253868103 15,793 144,900 SH   DFND 1,2 144,900 0 0
DISNEY WALT CO COM DISNEY 254687106 53 542 SH   DFND 1,2 542 0 0
DISNEY WALT CO COM DISNEY 254687106 108 1,100 SH   DFND 4,5 1,100 0 0
DISNEY WALT CO COM DISNEY 254687106 166 1,701 SH   DFND 4,8 1,701 0 0
DISNEY WALT CO COM DISNEY 254687106 362 3,700 SH   DFND 4,5 3,700 0 0
DISNEY WALT CO COM DISNEY 254687106 1,506 15,400 SH   DFND 4,6 15,400 0 0
DISNEY WALT CO COM DISNEY 254687106 1,956 20,000 SH   DFND 1 20,000 0 0
DISNEY WALT CO COM DISNEY 254687106 3,218 32,900 SH   DFND 4,5 32,900 0 0
DISNEY WALT CO COM DISNEY 254687106 7,994 81,724 SH   DFND 4,5,9,10 81,724 0 0
DISNEY WALT CO COM DISNEY 254687106 11,352 116,045 SH   DFND 4,5 116,045 0 0
DISNEY WALT CO COM DISNEY 254687106 19,778 202,185 SH   DFND 4,6 202,185 0 0
DISNEY WALT CO COM DISNEY 254687106 22,146 226,397 SH   DFND 4,5 226,397 0 0
DISNEY WALT CO COM DISNEY 254687106 78,627 803,793 SH   DFND 4,5,9,10 803,793 0 0
DISCOVER FINL SVCS COM 254709108 171 3,200 SH   DFND 4,5,9,10 3,200 0 0
DISCOVER FINL SVCS COM 254709108 266 4,959 SH   DFND 4,5,9,10 4,959 0 0
DISCOVER FINL SVCS COM 254709108 303 5,650 SH   DFND 4,5 5,650 0 0
DISCOVER FINL SVCS COM 254709108 1,117 20,842 SH   DFND 4,5 20,842 0 0
DISCOVER FINL SVCS COM 254709108 2,369 44,200 SH   DFND 4,6 44,200 0 0
DISCOVER FINL SVCS COM 254709108 2,379 44,400 SH   DFND 4,5 44,400 0 0
DISCOVER FINL SVCS COM 254709108 7,939 148,139 SH   DFND 4,5 148,139 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 20 800 SH   DFND 4,5,9,10 800 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 86 3,424 SH   DFND 4,5,9,10 3,424 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 88 3,500 SH   DFND   3,500 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 331 13,133 SH   DFND 4,5 13,133 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 404 16,025 SH   DFND 4,5 16,025 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 630 24,964 SH   DFND   24,964 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 52 2,200 SH   DFND 4,5,9,10 2,200 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 82 3,424 SH   DFND 4,5,9,10 3,424 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 401 16,818 SH   DFND 4,5 16,818 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 664 27,843 SH   DFND 4,5 27,843 0 0
DISH NETWORK CORP CL A 25470M109 68 1,300 SH   DFND 4,5,9,10 1,300 0 0
DISH NETWORK CORP CL A 25470M109 120 2,294 SH   DFND 4,5,9,10 2,294 0 0
DISH NETWORK CORP CL A 25470M109 150 2,860 SH   DFND 4,8 2,860 0 0
DISH NETWORK CORP CL A 25470M109 628 11,986 SH   DFND 4,5 11,986 0 0
DISH NETWORK CORP CL A 25470M109 1,621 30,943 SH   DFND 4,5 30,943 0 0
DR REDDYS LABS LTD ADR 256135203 666 13,000 SH   DFND 4,6 13,000 0 0
DOLLAR GEN CORP NEW COM 256677105 4 43 SH   DFND 4,8 43 0 0
DOLLAR GEN CORP NEW COM 256677105 150 1,600 SH   DFND 4,5,9,10 1,600 0 0
DOLLAR GEN CORP NEW COM 256677105 230 2,444 SH   DFND 4,5,9,10 2,444 0 0
DOLLAR GEN CORP NEW COM 256677105 414 4,400 SH   DFND 4,5 4,400 0 0
DOLLAR GEN CORP NEW COM 256677105 511 5,440 SH   DFND 4,8 5,440 0 0
DOLLAR GEN CORP NEW COM 256677105 1,918 20,400 SH   DFND 4,6 20,400 0 0
DOLLAR GEN CORP NEW COM 256677105 6,934 73,762 SH   DFND 4,5 73,762 0 0
DOLLAR GEN CORP NEW COM 256677105 7,393 78,653 SH   DFND 4,5 78,653 0 0
DOLLAR TREE INC COM 256746108 146 1,549 SH   DFND 4,5,9,10 1,549 0 0
DOLLAR TREE INC COM 256746108 246 2,610 SH   DFND 4,5,9,10 2,610 0 0
DOLLAR TREE INC COM 256746108 283 3,000 SH   DFND 4,6 3,000 0 0
DOLLAR TREE INC COM 256746108 1,173 12,449 SH   DFND 4,5 12,449 0 0
DOLLAR TREE INC COM 256746108 2,673 28,369 SH   DFND 4,5 28,369 0 0
DOLLAR TREE INC COM 256746108 4,825 51,200 SH   DFND 1,2 51,200 0 0
DOLLAR TREE INC COM 256746108 33,776 358,400 SH   DFND 1,2 358,400 0 0
DOMINION DIAMOND CORP COM 257287102 4,043 457,405 SH   DFND 4,6 457,405 0 0
DOMINION RES INC VA NEW COM 25746U109 90 1,157 SH   DFND 4,8 1,157 0 0
DOMINION RES INC VA NEW COM 25746U109 179 2,300 SH   DFND 4,5 2,300 0 0
DOMINION RES INC VA NEW COM 25746U109 2,525 32,400 SH   DFND 4,6 32,400 0 0
DOMINION RES INC VA NEW COM 25746U109 2,678 34,368 SH   DFND 4,5 34,368 0 0
DOMINION RES INC VA NEW COM 25746U109 3,597 46,156 SH   DFND 4,5,9,10 46,156 0 0
DOMINION RES INC VA NEW COM 25746U109 5,520 70,828 SH   DFND 4,5 70,828 0 0
DOMINION RES INC VA NEW COM 25746U109 30,902 396,540 SH   DFND 4,5,9,10 396,540 0 0
DOMINOS PIZZA INC COM 25754A201 130 987 SH   DFND 1,2 987 0 0
DOMINOS PIZZA INC COM 25754A201 225 1,716 SH   DFND 4,5 1,716 0 0
DOMINOS PIZZA INC COM 25754A201 277 2,111 SH   DFND 1,3 2,111 0 0
DOMINOS PIZZA INC COM 25754A201 800 6,091 SH   DFND 4,5 6,091 0 0
DOMINOS PIZZA INC COM 25754A201 6,975 53,089 SH   DFND 1,2 53,089 0 0
DOMINOS PIZZA INC COM 25754A201 46,597 354,676 SH   DFND 1,2 354,676 0 0
DOMTAR CORP COM NEW 257559203 305 8,708 SH   DFND 4,5 8,708 0 0
DONALDSON INC COM 257651109 1,461 42,529 SH   DFND 4,5 42,529 0 0
DOUGLAS EMMETT INC COM 25960P109 208 5,861 SH   DFND 4,5 5,861 0 0
DOUGLAS EMMETT INC COM 25960P109 274 7,700 SH   DFND 4,5,9,10 7,700 0 0
DOUGLAS EMMETT INC COM 25960P109 923 25,982 SH   DFND 4,5 25,982 0 0
DOUGLAS EMMETT INC COM 25960P109 1,395 39,281 SH   DFND 4,5 39,281 0 0
DOVER CORP COM 260003108 76 1,100 SH   DFND 4,5,9,10 1,100 0 0
DOVER CORP COM 260003108 172 2,481 SH   DFND 4,5,9,10 2,481 0 0
DOVER CORP COM 260003108 769 11,100 SH   DFND 4,6 11,100 0 0
DOVER CORP COM 260003108 1,625 23,439 SH   DFND 4,5 23,439 0 0
DOVER CORP COM 260003108 5,411 78,053 SH   DFND 4,5 78,053 0 0
DOW CHEM CO COM 260543103 221 4,441 SH   DFND 4,8 4,441 0 0
DOW CHEM CO COM 260543103 358 7,200 SH   DFND 4,5,9,10 7,200 0 0
DOW CHEM CO COM 260543103 678 13,647 SH   DFND 4,5,9,10 13,647 0 0
DOW CHEM CO COM 260543103 5,007 100,726 SH   DFND 4,5 100,726 0 0
DOW CHEM CO COM 260543103 9,529 191,700 SH   DFND 4,6 191,700 0 0
DOW CHEM CO COM 260543103 10,758 216,411 SH   DFND 4,5 216,411 0 0
DOW CHEM CO COM 260543103 17,451 351,064 SH   DFND 4,6 351,064 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 7 70 SH   DFND 4,8 70 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 141 1,462 SH   DFND 4,5,9,10 1,462 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 143 1,480 SH   DFND 4,5,9,10 1,480 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 600 6,209 SH   DFND 4,5 6,209 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,779 18,410 SH   DFND 4,5 18,410 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,271 23,500 SH   DFND 4,6 23,500 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 5,787 59,889 SH   DFND 4,5 59,889 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 6,532 67,600 SH   DFND 4,6 67,600 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 7,487 77,481 SH   DFND 4,5 77,481 0 0
DREW INDS INC COM NEW 26168L205 1,921 22,642 SH   DFND 1,3 22,642 0 0
DREW INDS INC COM NEW 26168L205 16,180 190,710 SH   DFND 1,2 190,710 0 0
DRIL-QUIP INC COM 262037104 663 11,346 SH   DFND 4,5 11,346 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 9 134 SH   DFND 4,8 134 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 298 4,600 SH   DFND 4,5,9,10 4,600 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 438 6,755 SH   DFND 4,5 6,755 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 727 11,223 SH   DFND 4,5,9,10 11,223 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 3,768 58,149 SH   DFND 4,6 58,149 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 4,742 73,177 SH   DFND 4,5 73,177 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 6,416 99,017 SH   DFND 4,6 99,017 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 6,677 103,037 SH   DFND 4,5 103,037 0 0
DUKE REALTY CORP COM NEW 264411505 393 14,758 SH   DFND 4,5 14,758 0 0
DUKE REALTY CORP COM NEW 264411505 592 22,200 SH   DFND 4,5,9,10 22,200 0 0
DUKE REALTY CORP COM NEW 264411505 2,055 77,078 SH   DFND 4,5 77,078 0 0
DUKE REALTY CORP COM NEW 264411505 2,907 109,028 SH   DFND 4,5 109,028 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 12 144 SH   DFND 4,8 144 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 663 7,727 SH   DFND 4,5,9,10 7,727 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,008 23,407 SH   DFND 4,5,9,10 23,407 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,231 26,000 SH   DFND 4,6 26,000 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,931 34,166 SH   DFND 4,6 34,166 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 4,968 57,909 SH   DFND 4,5 57,909 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 5,289 61,649 SH   DFND 4,5 61,649 0 0
DUN & BRADSTREET CORP DEL NEW COM 26483E100 37 300 SH   DFND 4,5,9,10 300 0 0
DUN & BRADSTREET CORP DEL NEW COM 26483E100 167 1,369 SH   DFND 4,5,9,10 1,369 0 0
DUN & BRADSTREET CORP DEL NEW COM 26483E100 462 3,788 SH   DFND 4,5 3,788 0 0
DUN & BRADSTREET CORP DEL NEW COM 26483E100 2,219 18,212 SH   DFND 4,5 18,212 0 0
DUNKIN BRANDS GROUP INC COM 265504100 176 4,033 SH   DFND 4,5 4,033 0 0
DUNKIN BRANDS GROUP INC COM 265504100 783 17,952 SH   DFND 4,5,7 17,952 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 149 3,141 SH   DFND 4,5 3,141 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 190 4,000 SH   DFND 4,5,9,10 4,000 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 742 15,600 SH   DFND 1,3 15,600 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 885 18,614 SH   DFND 4,5 18,614 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 6,675 140,400 SH   DFND 1,2 140,400 0 0
DYCOM INDS INC COM 267475101 501 5,580 SH   DFND 1,3 5,580 0 0
DYCOM INDS INC COM 267475101 670 7,465 SH   DFND 4,5,7 7,465 0 0
DYCOM INDS INC COM 267475101 763 8,500 SH   DFND 4,6 8,500 0 0
DYCOM INDS INC COM 267475101 4,508 50,220 SH   DFND 1,2 50,220 0 0
DYNEGY INC NEW DEL TANGBL EQ UNIT 1 26817R405 259 2,408 SH   DFND 4,5,7 2,408 0 0
E M C CORP MASS COM 268648102 17 608 SH   DFND 4,8 608 0 0
E M C CORP MASS COM 268648102 337 12,400 SH   DFND 4,5,9,10 12,400 0 0
E M C CORP MASS COM 268648102 348 12,800 SH   DFND 4,5 12,800 0 0
E M C CORP MASS COM 268648102 500 18,400 SH   DFND 4,6 18,400 0 0
E M C CORP MASS COM 268648102 604 22,219 SH   DFND 4,5,9,10 22,219 0 0
E M C CORP MASS COM 268648102 1,619 59,574 SH   DFND 4,5,7 59,574 0 0
E M C CORP MASS COM 268648102 2,650 97,552 SH   DFND 4,5,7 97,552 0 0
E M C CORP MASS COM 268648102 3,966 145,980 SH   DFND 4,6 145,980 0 0
E M C CORP MASS COM 268648102 3,968 146,031 SH   DFND 4,5 146,031 0 0
E M C CORP MASS COM 268648102 4,426 162,889 SH   DFND 4,5,7 162,889 0 0
E M C CORP MASS COM 268648102 5,162 190,000 SH   DFND 4,5,7 190,000 0 0
E M C CORP MASS COM 268648102 6,086 224,010 SH   DFND 4,5 224,010 0 0
EOG RES INC COM 26875P101 4 43 SH   DFND 4,8 43 0 0
EOG RES INC COM 26875P101 26 311 SH   DFND 1,3 311 0 0
EOG RES INC COM 26875P101 208 2,494 SH   DFND   2,494 0 0
EOG RES INC COM 26875P101 267 3,200 SH   DFND 4,5,9,10 3,200 0 0
EOG RES INC COM 26875P101 442 5,300 SH   DFND 4,5,9,10 5,300 0 0
EOG RES INC COM 26875P101 3,295 39,494 SH   DFND 4,5 39,494 0 0
EOG RES INC COM 26875P101 4,171 50,000 SH   DFND 1,2 50,000 0 0
EOG RES INC COM 26875P101 4,761 57,074 SH   DFND 4,5 57,074 0 0
EOG RES INC COM 26875P101 5,756 69,000 SH   DFND 4,6 69,000 0 0
EOG RES INC COM 26875P101 6,268 75,132 SH   DFND 4,6 75,132 0 0
EOG RES INC COM 26875P101 29,197 350,000 SH   DFND 1,2 350,000 0 0
EQT CORP COM 26884L109 70 900 SH   DFND 4,5,9,10 900 0 0
EQT CORP COM 26884L109 105 1,360 SH   DFND 4,5,9,10 1,360 0 0
EQT CORP COM 26884L109 176 2,278 SH   DFND   2,278 0 0
EQT CORP COM 26884L109 1,107 14,300 SH   DFND 4,5 14,300 0 0
EQT CORP COM 26884L109 1,313 16,962 SH   DFND 4,5 16,962 0 0
EPR PPTYS COM SH BEN INT 26884U109 214 2,657 SH   DFND 4,5 2,657 0 0
EPR PPTYS COM SH BEN INT 26884U109 218 2,698 SH   DFND 4,5 2,698 0 0
EPR PPTYS COM SH BEN INT 26884U109 363 4,500 SH   DFND 4,5,9,10 4,500 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,423 17,639 SH   DFND 4,5 17,639 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 11 488 SH   DFND 4,8 488 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 19 800 SH   DFND 4,5 800 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 344 14,642 SH   DFND 4,5 14,642 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 388 16,500 SH   DFND 4,5,9,10 16,500 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 708 30,130 SH   DFND 4,5 30,130 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 12,760 543,200 SH   DFND 4,5,9,10 543,200 0 0
EAST WEST BANCORP INC COM 27579R104 1,380 40,378 SH   DFND 4,5 40,378 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 22 1,100 SH   DFND 4,5,9,10 1,100 0 0
EASTGROUP PPTY INC COM 277276101 95 1,382 SH   DFND 4,5 1,382 0 0
EASTGROUP PPTY INC COM 277276101 138 2,000 SH   DFND 4,5,9,10 2,000 0 0
EASTGROUP PPTY INC COM 277276101 613 8,900 SH   DFND 4,5 8,900 0 0
EASTMAN CHEM CO COM 277432100 48 700 SH   DFND 4,5 700 0 0
EASTMAN CHEM CO COM 277432100 103 1,521 SH   DFND 4,8 1,521 0 0
EASTMAN CHEM CO COM 277432100 552 8,132 SH   DFND 4,5 8,132 0 0
EASTMAN CHEM CO COM 277432100 734 10,804 SH   DFND 4,5,9,10 10,804 0 0
EASTMAN CHEM CO COM 277432100 986 14,519 SH   DFND 4,5 14,519 0 0
EASTMAN CHEM CO COM 277432100 3,103 45,700 SH   DFND 4,6 45,700 0 0
EASTMAN CHEM CO COM 277432100 3,741 55,100 SH   DFND 4,6 55,100 0 0
EASTMAN CHEM CO COM 277432100 14,010 206,340 SH   DFND 4,5,9,10 206,340 0 0
EATON VANCE CORP COM NON VTG 278265103 29 827 SH   DFND 4,5,9,10 827 0 0
EATON VANCE CORP COM NON VTG 278265103 229 6,490 SH   DFND 4,5 6,490 0 0
EATON VANCE CORP COM NON VTG 278265103 450 12,745 SH   DFND 4,5 12,745 0 0
EBAY INC COM 278642103 77 3,300 SH   DFND 4,5 3,300 0 0
EBAY INC COM 278642103 86 3,654 SH   DFND 4,8 3,654 0 0
EBAY INC COM 278642103 145 6,200 SH   DFND 4,5,9,10 6,200 0 0
EBAY INC COM 278642103 261 11,161 SH   DFND 4,5 11,161 0 0
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EBAY INC COM 278642103 1,970 84,137 SH   DFND 4,6 84,137 0 0
EBAY INC COM 278642103 3,293 140,674 SH   DFND 4,5 140,674 0 0
EBAY INC COM 278642103 17,432 744,633 SH   DFND 4,5 744,633 0 0
ECOLAB INC COM 278865100 202 1,700 SH   DFND 4,5,9,10 1,700 0 0
ECOLAB INC COM 278865100 243 2,050 SH   DFND 4,6 2,050 0 0
ECOLAB INC COM 278865100 388 3,275 SH   DFND 4,5,9,10 3,275 0 0
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ECOLAB INC COM 278865100 3,823 32,232 SH   DFND 4,5 32,232 0 0
EDGEWELL PERS CARE CO COM 28035Q102 34 400 SH   DFND 4,5,9,10 400 0 0
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EDGEWELL PERS CARE CO COM 28035Q102 1,294 15,335 SH   DFND 4,5 15,335 0 0
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EDISON INTL COM 281020107 127 1,629 SH   DFND 4,8 1,629 0 0
EDISON INTL COM 281020107 148 1,900 SH   DFND 4,5,9,10 1,900 0 0
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EDISON INTL COM 281020107 1,274 16,408 SH   DFND 4,5 16,408 0 0
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EDUCATION RLTY TR INC COM NEW 28140H203 130 2,826 SH   DFND 4,5 2,826 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 165 3,566 SH   DFND 4,5,9,10 3,566 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 715 15,488 SH   DFND 4,5 15,488 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 6 60 SH   DFND 4,8 60 0 0
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EDWARDS LIFESCIENCES CORP COM 28176E108 170 1,700 SH   DFND 4,5,9,10 1,700 0 0
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ELDORADO GOLD CORP NEW COM 284902103 30 6,600 SH   DFND 4,5 6,600 0 0
ELDORADO GOLD CORP NEW COM 284902103 77 17,127 SH   DFND 4,5,9,10 17,127 0 0
ELDORADO GOLD CORP NEW COM 284902103 351 77,969 SH   DFND 4,5 77,969 0 0
ELDORADO GOLD CORP NEW COM 284902103 11,553 2,567,342 SH   DFND 4,6 2,567,342 0 0
ELECTRONIC ARTS INC COM 285512109 5 65 SH   DFND 4,8 65 0 0
ELECTRONIC ARTS INC COM 285512109 152 2,000 SH   DFND 4,5,9,10 2,000 0 0
ELECTRONIC ARTS INC COM 285512109 345 4,554 SH   DFND 4,5,9,10 4,554 0 0
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ELECTRONIC ARTS INC COM 285512109 5,664 74,764 SH   DFND 4,5 74,764 0 0
ELECTRONICS FOR IMAGING INC SR CV NT 0.75%19 286082AC6 315 294,000 PRN   DFND 4,5 0 0 294,000
ELLIE MAE INC COM 28849P100 293 3,200 SH   DFND 4,5 3,200 0 0
ELLIE MAE INC COM 28849P100 1,714 18,706 SH   DFND 4,5,7 18,706 0 0
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 8,082 381,210 SH   DFND 4,5 381,210 0 0
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 15,899 749,952 SH   DFND 4,5 749,952 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 7,775 357,956 SH   DFND 4,5 357,956 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 29,183 1,343,600 SH   DFND 4,5 1,343,600 0 0
EMCOR GROUP INC COM 29084Q100 433 8,790 SH   DFND 1,3 8,790 0 0
EMCOR GROUP INC COM 29084Q100 3,897 79,110 SH   DFND 1,2 79,110 0 0
EMERGENT BIOSOLUTIONS INC SR CV NT2.875%21 29089QAB1 498 440,000 PRN   DFND 4,5,7 0 0 440,000
EMERSON ELEC CO COM 291011104 18 352 SH   DFND 4,8 352 0 0
EMERSON ELEC CO COM 291011104 37 700 SH   DFND 4,5 700 0 0
EMERSON ELEC CO COM 291011104 130 2,500 SH   DFND   2,500 0 0
EMERSON ELEC CO COM 291011104 866 16,600 SH   DFND 4,5,9,10 16,600 0 0
EMERSON ELEC CO COM 291011104 963 18,457 SH   DFND 4,5,9,10 18,457 0 0
EMERSON ELEC CO COM 291011104 2,253 43,200 SH   DFND 4,6 43,200 0 0
EMERSON ELEC CO COM 291011104 4,346 83,321 SH   DFND 4,5 83,321 0 0
EMERSON ELEC CO COM 291011104 4,767 91,400 SH   DFND 4,6 91,400 0 0
EMERSON ELEC CO COM 291011104 16,142 309,480 SH   DFND 4,5 309,480 0 0
EMPIRE ST RLTY TR INC CL A 292104106 94 4,931 SH   DFND 4,5 4,931 0 0
EMPIRE ST RLTY TR INC CL A 292104106 125 6,600 SH   DFND 4,5,9,10 6,600 0 0
EMPIRE ST RLTY TR INC CL A 292104106 646 34,012 SH   DFND 4,5 34,012 0 0
EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR 29244T101 35,605 1,284,000 SH   DFND 4,5 1,284,000 0 0
EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR 29244T101 54,905 1,980,000 SH   DFND 4,5 1,980,000 0 0
ENCANA CORP COM 292505104 90 11,600 SH   DFND 4,5,9,10 11,600 0 0
ENCANA CORP COM 292505104 118 15,191 SH   DFND 4,5,9,10 15,191 0 0
ENCANA CORP COM 292505104 207 26,606 SH   DFND 4,5 26,606 0 0
ENCANA CORP COM 292505104 306 39,255 SH   DFND 4,5 39,255 0 0
ENBRIDGE INC COM 29250N105 195 4,610 SH   DFND 4,5,9,10 4,610 0 0
ENBRIDGE INC COM 29250N105 308 7,263 SH   DFND 4,8 7,263 0 0
ENBRIDGE INC COM 29250N105 381 9,000 SH   DFND 4,6 9,000 0 0
ENBRIDGE INC COM 29250N105 566 13,359 SH   DFND 4,5,9,10 13,359 0 0
ENBRIDGE INC COM 29250N105 1,072 25,299 SH   DFND 4,5 25,299 0 0
ENBRIDGE INC COM 29250N105 2,094 49,423 SH   DFND 4,5 49,423 0 0
ENBRIDGE INC COM 29250N105 3,723 87,887 SH   DFND 4,6 87,887 0 0
ENBRIDGE INC COM 29250N105 5,353 126,360 SH   DFND 4,5 126,360 0 0
ENDESA AMERS SA SPON ADR 29261D104 17,792 1,293,000 SH   DFND 4,5 1,293,000 0 0
ENDESA AMERS SA SPON ADR 29261D104 28,236 2,052,000 SH   DFND 4,5 2,052,000 0 0
ENERGEN CORP COM 29265N108 362 7,510 SH   DFND 4,5 7,510 0 0
ENDOLOGIX INC SR CV NT 3.25%20 29266SAB2 510 392,000 PRN   DFND 4,5,7 0 0 392,000
ENERGIZER HLDGS INC NEW COM 29272W109 282 5,469 SH   DFND 4,5 5,469 0 0
ENERSIS AMERICAS SA SPONSORED ADR 29274F104 212,737 24,794,500 SH   DFND 4,5 24,794,500 0 0
ENERSIS AMERICAS SA SPONSORED ADR 29274F104 216,355 25,216,150 SH   DFND 4,5 25,216,150 0 0
ENERPLUS CORP COM 292766102 175 26,620 SH   DFND 1,3 26,620 0 0
ENERPLUS CORP COM 292766102 1,574 239,580 SH   DFND 1,2 239,580 0 0
ENERSIS CHILE SA SPON ADR 29278D105 144,552 24,794,500 SH   DFND 4,5 24,794,500 0 0
ENERSIS CHILE SA SPON ADR 29278D105 148,293 25,436,150 SH   DFND 4,5 25,436,150 0 0
ENTERGY CORP NEW COM 29364G103 89 1,100 SH   DFND 4,5,9,10 1,100 0 0
ENTERGY CORP NEW COM 29364G103 127 1,563 SH   DFND 4,8 1,563 0 0
ENTERGY CORP NEW COM 29364G103 304 3,740 SH   DFND 4,5,9,10 3,740 0 0
ENTERGY CORP NEW COM 29364G103 838 10,307 SH   DFND 4,5 10,307 0 0
ENTERGY CORP NEW COM 29364G103 1,056 12,984 SH   DFND 4,5 12,984 0 0
ENTERGY CORP NEW COM 29364G103 2,483 30,518 SH   DFND 4,5 30,518 0 0
ENTERGY CORP NEW COM 29364G103 3,409 41,900 SH   DFND 4,6 41,900 0 0
ENVISION HEALTHCARE HLDGS INC COM 29413U103 206 8,100 SH   DFND 4,6 8,100 0 0
ENVISION HEALTHCARE HLDGS INC COM 29413U103 243 9,588 SH   DFND 4,5 9,588 0 0
ENVISION HEALTHCARE HLDGS INC COM 29413U103 749 29,536 SH   DFND 4,8 29,536 0 0
ENVISION HEALTHCARE HLDGS INC COM 29413U103 3,346 131,876 SH   DFND 4,5 131,876 0 0
ENVISION HEALTHCARE HLDGS INC COM 29413U103 3,826 150,823 SH   DFND 4,5 150,823 0 0
EPAM SYS INC COM 29414B104 765 11,900 SH   DFND 4,5 11,900 0 0
EQUIFAX INC COM 294429105 6 45 SH   DFND 4,8 45 0 0
EQUIFAX INC COM 294429105 96 751 SH   DFND 1,2 751 0 0
EQUIFAX INC COM 294429105 104 808 SH   DFND 4,5,9,10 808 0 0
EQUIFAX INC COM 294429105 171 1,328 SH   DFND 4,5,9,10 1,328 0 0
EQUIFAX INC COM 294429105 794 6,187 SH   DFND 1,3 6,187 0 0
EQUIFAX INC COM 294429105 2,066 16,089 SH   DFND 4,5 16,089 0 0
EQUIFAX INC COM 294429105 5,593 43,560 SH   DFND 1,2 43,560 0 0
EQUIFAX INC COM 294429105 7,173 55,861 SH   DFND 4,5 55,861 0 0
EQUIFAX INC COM 294429105 38,199 297,500 SH   DFND 1,2 297,500 0 0
EQUINIX INC COM PAR $0.001 29444U700 122 315 SH   DFND 4,5,9,10 315 0 0
EQUINIX INC COM PAR $0.001 29444U700 133 344 SH   DFND 1,2 344 0 0
EQUINIX INC COM PAR $0.001 29444U700 138 356 SH   DFND 1,3 356 0 0
EQUINIX INC COM PAR $0.001 29444U700 414 1,069 SH   DFND 4,5,9,10 1,069 0 0
EQUINIX INC COM PAR $0.001 29444U700 579 1,494 SH   DFND 4,8 1,494 0 0
EQUINIX INC COM PAR $0.001 29444U700 1,775 4,577 SH   DFND 4,5 4,577 0 0
EQUINIX INC COM PAR $0.001 29444U700 2,352 6,066 SH   DFND 4,5 6,066 0 0
EQUINIX INC COM PAR $0.001 29444U700 3,441 8,875 SH   DFND 1,2 8,875 0 0
EQUINIX INC COM PAR $0.001 29444U700 21,984 56,700 SH   DFND 1,2 56,700 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 157 5,404 SH   DFND 4,5 5,404 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 199 6,825 SH   DFND 4,5,9,10 6,825 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 1,032 35,422 SH   DFND 4,5 35,422 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 261 3,266 SH   DFND 4,5 3,266 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 352 4,400 SH   DFND 4,5,9,10 4,400 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 720 9,000 SH   DFND 1,3 9,000 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,729 21,600 SH   DFND 4,5 21,600 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 6,484 81,000 SH   DFND 1,2 81,000 0 0
EQUITY ONE COM 294752100 126 3,917 SH   DFND 4,5 3,917 0 0
EQUITY ONE COM 294752100 171 5,300 SH   DFND 4,5,9,10 5,300 0 0
EQUITY ONE COM 294752100 819 25,441 SH   DFND 4,5 25,441 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 135 1,966 SH   DFND   1,966 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 353 5,122 SH   DFND 4,5,9,10 5,122 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,062 15,413 SH   DFND 4,5 15,413 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,605 23,300 SH   DFND 4,5,9,10 23,300 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,448 50,051 SH   DFND 4,5 50,051 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 7,978 115,821 SH   DFND 4,5 115,821 0 0
ESSEX PPTY TR INC COM 297178105 160 700 SH   DFND 4,5,9,10 700 0 0
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ESSEX PPTY TR INC COM 297178105 2,231 9,781 SH   DFND 4,5 9,781 0 0
ESSEX PPTY TR INC COM 297178105 4,730 20,737 SH   DFND 4,5 20,737 0 0
ETSY INC COM 29786A106 96 10,000 SH   DFND 4,6 10,000 0 0
EURONET WORLDWIDE INC COM 298736109 325 4,700 SH   DFND 1,3 4,700 0 0
EURONET WORLDWIDE INC COM 298736109 2,927 42,300 SH   DFND 1,2 42,300 0 0
EVERSOURCE ENERGY COM 30040W108 5 84 SH   DFND 4,8 84 0 0
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EVERSOURCE ENERGY COM 30040W108 333 5,565 SH   DFND 4,5,9,10 5,565 0 0
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EVERSOURCE ENERGY COM 30040W108 5,867 97,941 SH   DFND 4,5 97,941 0 0
EXELON CORP COM 30161N101 116 3,200 SH   DFND 4,6 3,200 0 0
EXELON CORP COM 30161N101 136 3,731 SH   DFND 4,8 3,731 0 0
EXELON CORP COM 30161N101 145 4,000 SH   DFND 4,5,9,10 4,000 0 0
EXELON CORP COM 30161N101 427 11,740 SH   DFND 4,5 11,740 0 0
EXELON CORP COM 30161N101 427 11,756 SH   DFND 4,5,9,10 11,756 0 0
EXELON CORP COM 30161N101 2,163 59,500 SH   DFND 4,6 59,500 0 0
EXELON CORP COM 30161N101 3,579 98,432 SH   DFND 4,5 98,432 0 0
EXELON CORP COM 30161N101 4,319 118,783 SH   DFND 4,5 118,783 0 0
EXPEDIA INC DEL COM NEW 30212P303 64 600 SH   DFND 4,5,9,10 600 0 0
EXPEDIA INC DEL COM NEW 30212P303 74 692 SH   DFND 4,8 692 0 0
EXPEDIA INC DEL COM NEW 30212P303 129 1,217 SH   DFND 4,5,9,10 1,217 0 0
EXPEDIA INC DEL COM NEW 30212P303 191 1,800 SH   DFND 4,6 1,800 0 0
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EXPEDIA INC DEL COM NEW 30212P303 1,446 13,600 SH   DFND 4,6 13,600 0 0
EXPEDIA INC DEL COM NEW 30212P303 2,310 21,734 SH   DFND 4,5 21,734 0 0
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EXPEDIA INC DEL COM NEW 30212P303 7,382 69,444 SH   DFND 4,5,7 69,444 0 0
EXPEDITORS INTL WASH INC COM 302130109 9 176 SH   DFND 4,8 176 0 0
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EXPRESS SCRIPTS HLDG CO COM 30219G108 93 1,228 SH   DFND 4,5,7 1,228 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 183 2,418 SH   DFND 4,8 2,418 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 227 3,000 SH   DFND 4,5 3,000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 413 5,455 SH   DFND 4,5 5,455 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 710 9,373 SH   DFND 4,6 9,373 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 3,262 43,029 SH   DFND 4,5 43,029 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 4,575 60,354 SH   DFND 4,5,9,10 60,354 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 6,194 81,718 SH   DFND 4,6 81,718 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 7,967 105,103 SH   DFND 4,5 105,103 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 54,954 724,990 SH   DFND 4,5,9,10 724,990 0 0
EXTENDED STAY AMER INC SHS 1 COM 1 CL B 30224P200 259 17,300 SH   DFND 4,5 17,300 0 0
EXTRA SPACE STORAGE INC COM 30225T102 128 1,388 SH   DFND 1,2 1,388 0 0
EXTRA SPACE STORAGE INC COM 30225T102 214 2,312 SH   DFND 4,6 2,312 0 0
EXTRA SPACE STORAGE INC COM 30225T102 466 5,034 SH   DFND 4,5 5,034 0 0
EXTRA SPACE STORAGE INC COM 30225T102 740 8,000 SH   DFND 4,5,9,10 8,000 0 0
EXTRA SPACE STORAGE INC COM 30225T102 2,119 22,899 SH   DFND 4,5 22,899 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,559 38,456 SH   DFND 4,5 38,456 0 0
EXTRA SPACE STORAGE INC COM 30225T102 4,368 47,198 SH   DFND 1,2 47,198 0 0
EXTRA SPACE STORAGE INC COM 30225T102 28,502 308,000 SH   DFND 1,2 308,000 0 0
EXXON MOBIL CORP COM 30231G102 151 1,610 SH   DFND   1,610 0 0
EXXON MOBIL CORP COM 30231G102 329 3,511 SH   DFND 4,8 3,511 0 0
EXXON MOBIL CORP COM 30231G102 408 4,350 SH   DFND 4,5 4,350 0 0
EXXON MOBIL CORP COM 30231G102 459 4,900 SH   DFND 4,5 4,900 0 0
EXXON MOBIL CORP COM 30231G102 469 5,000 SH   DFND 1 5,000 0 0
EXXON MOBIL CORP COM 30231G102 1,085 11,575 SH   DFND   11,575 0 0
EXXON MOBIL CORP COM 30231G102 3,750 40,000 SH   DFND 1,2 40,000 0 0
EXXON MOBIL CORP COM 30231G102 5,675 60,536 SH   DFND 4,5 60,536 0 0
EXXON MOBIL CORP COM 30231G102 12,408 132,361 SH   DFND 4,5,9,10 132,361 0 0
EXXON MOBIL CORP COM 30231G102 25,553 272,593 SH   DFND 4,6 272,593 0 0
EXXON MOBIL CORP COM 30231G102 26,247 280,000 SH   DFND 1,2 280,000 0 0
EXXON MOBIL CORP COM 30231G102 30,681 327,301 SH   DFND 4,5 327,301 0 0
EXXON MOBIL CORP COM 30231G102 39,028 416,344 SH   DFND 4,6 416,344 0 0
EXXON MOBIL CORP COM 30231G102 47,088 502,321 SH   DFND 4,5 502,321 0 0
EXXON MOBIL CORP COM 30231G102 93,439 996,785 SH   DFND 4,5,9,10 996,785 0 0
FEI CO COM 30241L109 224 2,098 SH   DFND 4,5 2,098 0 0
FLIR SYS INC COM 302445101 31 1,000 SH   DFND 4,5,9,10 1,000 0 0
FLIR SYS INC COM 302445101 108 3,498 SH   DFND 4,5,9,10 3,498 0 0
FLIR SYS INC COM 302445101 608 19,648 SH   DFND 4,5 19,648 0 0
FLIR SYS INC COM 302445101 2,751 88,870 SH   DFND 4,5 88,870 0 0
F M C CORP COM NEW 302491303 51 1,100 SH   DFND 4,5,9,10 1,100 0 0
F M C CORP COM NEW 302491303 186 4,012 SH   DFND 4,5,9,10 4,012 0 0
F M C CORP COM NEW 302491303 370 8,000 SH   DFND 4,6 8,000 0 0
F M C CORP COM NEW 302491303 411 8,874 SH   DFND 4,5 8,874 0 0
F M C CORP COM NEW 302491303 450 9,708 SH   DFND 4,5 9,708 0 0
FMC TECHNOLOGIES INC COM 30249U101 43 1,600 SH   DFND 4,5 1,600 0 0
FMC TECHNOLOGIES INC COM 30249U101 100 3,744 SH   DFND 4,8 3,744 0 0
FMC TECHNOLOGIES INC COM 30249U101 311 11,658 SH   DFND 4,5 11,658 0 0
FMC TECHNOLOGIES INC COM 30249U101 776 29,110 SH   DFND 4,5,9,10 29,110 0 0
FMC TECHNOLOGIES INC COM 30249U101 1,144 42,891 SH   DFND 4,5 42,891 0 0
FMC TECHNOLOGIES INC COM 30249U101 7,714 289,234 SH   DFND 4,5,9,10 289,234 0 0
FTI CONSULTING INC COM 302941109 305 7,486 SH   DFND 4,5 7,486 0 0
FACEBOOK INC CL A 30303M102 114 1,000 SH   DFND 4,5 1,000 0 0
FACEBOOK INC CL A 30303M102 117 1,021 SH   DFND 1,2 1,021 0 0
FACEBOOK INC CL A 30303M102 179 1,570 SH   DFND   1,570 0 0
FACEBOOK INC CL A 30303M102 198 1,731 SH   DFND 4,8 1,731 0 0
FACEBOOK INC CL A 30303M102 309 2,700 SH   DFND 4,5 2,700 0 0
FACEBOOK INC CL A 30303M102 333 2,915 SH   DFND 4,5 2,915 0 0
FACEBOOK INC CL A 30303M102 695 6,079 SH   DFND   6,079 0 0
FACEBOOK INC CL A 30303M102 2,571 22,500 SH   DFND 4,5 22,500 0 0
FACEBOOK INC CL A 30303M102 6,031 52,777 SH   DFND 1,3 52,777 0 0
FACEBOOK INC CL A 30303M102 8,262 72,300 SH   DFND 4,5,9,10 72,300 0 0
FACEBOOK INC CL A 30303M102 10,628 93,000 SH   DFND 4,6 93,000 0 0
FACEBOOK INC CL A 30303M102 13,348 116,800 SH   DFND 4,6 116,800 0 0
FACEBOOK INC CL A 30303M102 13,954 122,100 SH   DFND 1,2 122,100 0 0
FACEBOOK INC CL A 30303M102 18,686 163,515 SH   DFND 4,5 163,515 0 0
FACEBOOK INC CL A 30303M102 43,880 383,972 SH   DFND 4,5 383,972 0 0
FACEBOOK INC CL A 30303M102 77,534 678,460 SH   DFND 4,5,9,10 678,460 0 0
FACEBOOK INC CL A 30303M102 97,558 853,678 SH   DFND 1,2 853,678 0 0
FAIR ISAAC CORP COM 303250104 1,478 13,080 SH   DFND 1,3 13,080 0 0
FAIR ISAAC CORP COM 303250104 13,304 117,720 SH   DFND 1,2 117,720 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 757 38,147 SH   DFND 4,5,7 38,147 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1,265 63,752 SH   DFND 4,5,7 63,752 0 0
FARMLAND PARTNERS INC COM 31154R109 7 600 SH   DFND 4,5,9,10 600 0 0
FASTENAL CO COM 311900104 29 642 SH   DFND 4,5,9,10 642 0 0
FASTENAL CO COM 311900104 29 650 SH   DFND 1,2 650 0 0
FASTENAL CO COM 311900104 89 1,999 SH   DFND 4,5,9,10 1,999 0 0
FASTENAL CO COM 311900104 1,718 38,697 SH   DFND 4,5 38,697 0 0
FASTENAL CO COM 311900104 5,777 130,136 SH   DFND 4,5 130,136 0 0
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FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 501 3,029 SH   DFND 4,5 3,029 0 0
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FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,731 22,536 SH   DFND 4,5 22,536 0 0
FEDERATED INVS INC PA CL B 314211103 1,235 42,918 SH   DFND 4,5 42,918 0 0
FEDEX CORP COM 31428X106 60 393 SH   DFND 1,3 393 0 0
FEDEX CORP COM 31428X106 123 808 SH   DFND 1,2 808 0 0
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FEDEX CORP COM 31428X106 425 2,797 SH   DFND 4,5,9,10 2,797 0 0
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FEDEX CORP COM 31428X106 2,482 16,350 SH   DFND 4,6 16,350 0 0
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FEDEX CORP COM 31428X106 22,767 150,003 SH   DFND 1,2 150,003 0 0
FELCOR LODGING TR INC COM 31430F101 21 3,365 SH   DFND 4,5 3,365 0 0
FELCOR LODGING TR INC COM 31430F101 45 7,150 SH   DFND 4,5,9,10 7,150 0 0
FELCOR LODGING TR INC COM 31430F101 234 37,600 SH   DFND 4,5 37,600 0 0
FERRO CORP COM 315405100 651 48,631 SH   DFND 4,5,7 48,631 0 0
F5 NETWORKS INC COM 315616102 5 40 SH   DFND 4,8 40 0 0
F5 NETWORKS INC COM 315616102 10 92 SH   DFND 4,5,9,10 92 0 0
F5 NETWORKS INC COM 315616102 11 97 SH   DFND 4,5,7 97 0 0
F5 NETWORKS INC COM 315616102 18 160 SH   DFND 4,5,7 160 0 0
F5 NETWORKS INC COM 315616102 65 573 SH   DFND 4,5,9,10 573 0 0
F5 NETWORKS INC COM 315616102 148 1,297 SH   DFND   1,297 0 0
F5 NETWORKS INC COM 315616102 399 3,501 SH   DFND 4,5 3,501 0 0
F5 NETWORKS INC COM 315616102 512 4,500 SH   DFND 4,5 4,500 0 0
F5 NETWORKS INC COM 315616102 1,220 10,718 SH   DFND 4,5 10,718 0 0
F5 NETWORKS INC COM 315616102 1,548 13,600 SH   DFND 4,6 13,600 0 0
F5 NETWORKS INC COM 315616102 5,123 45,000 SH   DFND 4,6 45,000 0 0
FIDELITY NATL INFORMATION SVCS COM 31620M106 92 1,252 SH   DFND 4,8 1,252 0 0
FIDELITY NATL INFORMATION SVCS COM 31620M106 103 1,400 SH   DFND 4,5,9,10 1,400 0 0
FIDELITY NATL INFORMATION SVCS COM 31620M106 267 3,620 SH   DFND 4,5,9,10 3,620 0 0
FIDELITY NATL INFORMATION SVCS COM 31620M106 1,172 15,911 SH   DFND 4,5 15,911 0 0
FIDELITY NATL INFORMATION SVCS COM 31620M106 2,675 36,312 SH   DFND 4,5 36,312 0 0
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM 31620R303 66 1,757 SH   DFND 4,8 1,757 0 0
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM 31620R303 154 4,100 SH   DFND 4,5 4,100 0 0
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM 31620R303 311 8,286 SH   DFND 4,5 8,286 0 0
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM 31620R303 1,247 33,240 SH   DFND 4,5 33,240 0 0
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM 31620R303 2,668 71,158 SH   DFND 4,5,9,10 71,158 0 0
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM 31620R303 23,246 619,900 SH   DFND 4,5,9,10 619,900 0 0
FIFTH THIRD BANCORP COM 316773100 91 5,200 SH   DFND 4,5 5,200 0 0
FIFTH THIRD BANCORP COM 316773100 109 6,207 SH   DFND 4,8 6,207 0 0
FIFTH THIRD BANCORP COM 316773100 951 54,087 SH   DFND 4,5 54,087 0 0
FIFTH THIRD BANCORP COM 316773100 1,644 93,463 SH   DFND 4,5,9,10 93,463 0 0
FIFTH THIRD BANCORP COM 316773100 2,986 169,740 SH   DFND 4,5 169,740 0 0
FIFTH THIRD BANCORP COM 316773100 19,807 1,126,050 SH   DFND 4,5,9,10 1,126,050 0 0
51JOB INC SP ADR REP COM 316827104 881 30,050 SH   DFND 4,5,7 30,050 0 0
51JOB INC SR CV NT 3.25%19 316827AC8 1,427 1,399,000 PRN   DFND 4,5,7 0 0 1,399,000
FIREEYE INC SR A CONV NT1%35 31816QAB7 973 1,073,000 PRN   DFND 4,5,7 0 0 1,073,000
FIREEYE INC SR A CONV NT1%35 31816QAB7 3,976 4,384,000 PRN   DFND 4,5,7 0 0 4,384,000
FIRST AMERN FINL CORP COM 31847R102 432 10,739 SH   DFND 4,5 10,739 0 0
FIRST HORIZON NATL CORP COM 320517105 459 33,315 SH   DFND 4,5 33,315 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 139 4,998 SH   DFND 4,5 4,998 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 175 6,300 SH   DFND 4,5,9,10 6,300 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 868 31,200 SH   DFND 4,5 31,200 0 0
FIRST POTOMAC RLTY TR COM 33610F109 26 2,812 SH   DFND 4,5 2,812 0 0
FIRST POTOMAC RLTY TR COM 33610F109 50 5,400 SH   DFND 4,5,9,10 5,400 0 0
FIRST REP BK SAN FRANCISCO CAL COM 33616C100 5 76 SH   DFND 4,8 76 0 0
FIRST REP BK SAN FRANCISCO CAL COM 33616C100 77 1,100 SH   DFND 4,5,9,10 1,100 0 0
FIRST REP BK SAN FRANCISCO CAL COM 33616C100 224 3,200 SH   DFND 4,5,9,10 3,200 0 0
FIRST REP BK SAN FRANCISCO CAL COM 33616C100 475 6,781 SH   DFND 4,5 6,781 0 0
FIRST REP BK SAN FRANCISCO CAL COM 33616C100 1,064 15,200 SH   DFND 1,2 15,200 0 0
FIRST REP BK SAN FRANCISCO CAL COM 33616C100 2,866 40,948 SH   DFND 4,5 40,948 0 0
FIRST REP BK SAN FRANCISCO CAL COM 33616C100 7,447 106,400 SH   DFND 1,2 106,400 0 0
FIRST SOLAR INC COM 336433107 29 597 SH   DFND 4,5 597 0 0
FIRST SOLAR INC COM 336433107 34 700 SH   DFND 4,5 700 0 0
FIRST SOLAR INC COM 336433107 1,144 23,600 SH   DFND 4,6 23,600 0 0
FIRST SOLAR INC COM 336433107 2,715 56,000 SH   DFND 4,6 56,000 0 0
FISERV INC COM 337738108 54 499 SH   DFND 1,2 499 0 0
FISERV INC COM 337738108 100 924 SH   DFND 4,8 924 0 0
FISERV INC COM 337738108 195 1,792 SH   DFND 4,5,9,10 1,792 0 0
FISERV INC COM 337738108 387 3,556 SH   DFND 4,5,9,10 3,556 0 0
FISERV INC COM 337738108 1,418 13,038 SH   DFND 4,5 13,038 0 0
FISERV INC COM 337738108 1,501 13,803 SH   DFND 1,3 13,803 0 0
FISERV INC COM 337738108 3,179 29,235 SH   DFND 4,5 29,235 0 0
FISERV INC COM 337738108 11,684 107,456 SH   DFND 1,2 107,456 0 0
FISERV INC COM 337738108 80,817 743,281 SH   DFND 1,2 743,281 0 0
FIRSTENERGY CORP COM 337932107 38 1,100 SH   DFND 4,5 1,100 0 0
FIRSTENERGY CORP COM 337932107 133 3,816 SH   DFND 4,8 3,816 0 0
FIRSTENERGY CORP COM 337932107 241 6,900 SH   DFND 4,6 6,900 0 0
FIRSTENERGY CORP COM 337932107 838 24,000 SH   DFND 4,6 24,000 0 0
FIRSTENERGY CORP COM 337932107 917 26,259 SH   DFND 4,5,9,10 26,259 0 0
FIRSTENERGY CORP COM 337932107 1,373 39,320 SH   DFND 4,5 39,320 0 0
FIRSTENERGY CORP COM 337932107 1,938 55,521 SH   DFND 4,5 55,521 0 0
FIRSTENERGY CORP COM 337932107 11,468 328,500 SH   DFND 4,5,9,10 328,500 0 0
FITBIT INC CL A 33812L102 52 4,250 SH   DFND 1,2 4,250 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 57 400 SH   DFND 4,5,9,10 400 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 200 1,400 SH   DFND 4,5,9,10 1,400 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 599 4,182 SH   DFND 4,5 4,182 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1,072 7,489 SH   DFND 4,5 7,489 0 0
FLUOR CORP NEW COM 343412102 26 522 SH   DFND 4,5,9,10 522 0 0
FLUOR CORP NEW COM 343412102 58 1,183 SH   DFND 4,5,9,10 1,183 0 0
FLUOR CORP NEW COM 343412102 360 7,300 SH   DFND 4,6 7,300 0 0
FLUOR CORP NEW COM 343412102 958 19,435 SH   DFND 4,5 19,435 0 0
FLUOR CORP NEW COM 343412102 1,464 29,700 SH   DFND 4,5 29,700 0 0
FLUOR CORP NEW COM 343412102 3,765 76,407 SH   DFND 4,5 76,407 0 0
FLOWERS FOODS INC COM 343498101 396 21,128 SH   DFND 4,5 21,128 0 0
FLOWSERVE CORP COM 34354P105 41 900 SH   DFND 4,5,9,10 900 0 0
FLOWSERVE CORP COM 34354P105 43 961 SH   DFND 4,5,9,10 961 0 0
FLOWSERVE CORP COM 34354P105 993 21,975 SH   DFND 4,5 21,975 0 0
FLOWSERVE CORP COM 34354P105 2,600 57,561 SH   DFND 4,5 57,561 0 0
FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS 344419106 87,004 940,690 SH   DFND 4,5 940,690 0 0
FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS 344419106 267,197 2,888,930 SH   DFND 4,5 2,888,930 0 0
FOOT LOCKER INC COM 344849104 37 672 SH   DFND 4,8 672 0 0
FOOT LOCKER INC COM 344849104 82 1,500 SH   DFND 4,5 1,500 0 0
FOOT LOCKER INC COM 344849104 285 5,200 SH   DFND 4,6 5,200 0 0
FOOT LOCKER INC COM 344849104 870 15,860 SH   DFND 4,5 15,860 0 0
FOOT LOCKER INC COM 344849104 1,415 25,800 SH   DFND 4,5,9,10 25,800 0 0
FOOT LOCKER INC COM 344849104 1,421 25,900 SH   DFND 4,8 25,900 0 0
FOOT LOCKER INC COM 344849104 1,514 27,600 SH   DFND 4,5 27,600 0 0
FOOT LOCKER INC COM 344849104 1,799 32,800 SH   DFND 4,5 32,800 0 0
FOOT LOCKER INC COM 344849104 5,535 100,900 SH   DFND 4,6 100,900 0 0
FOOT LOCKER INC COM 344849104 12,283 223,900 SH   DFND 4,5 223,900 0 0
FOOT LOCKER INC COM 344849104 18,848 343,565 SH   DFND 4,5 343,565 0 0
FOOT LOCKER INC COM 344849104 20,492 373,532 SH   DFND 4,5,9,10 373,532 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 53 4,253 SH   DFND 4,8 4,253 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 80 6,400 SH   DFND 4,5 6,400 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 352 27,967 SH   DFND 4,5 27,967 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,324 105,300 SH   DFND 4,5 105,300 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,844 146,728 SH   DFND 4,5,9,10 146,728 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,873 228,543 SH   DFND 4,6 228,543 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 4,270 339,676 SH   DFND 4,5 339,676 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 7,072 562,628 SH   DFND 4,6 562,628 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 10,212 812,418 SH   DFND 4,5 812,418 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 15,044 1,196,820 SH   DFND 4,5,9,10 1,196,820 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 224 10,051 SH   DFND 4,5 10,051 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 263 11,800 SH   DFND 4,5,9,10 11,800 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 269 12,057 SH   DFND 4,5,7 12,057 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 1,221 54,708 SH   DFND 4,5 54,708 0 0
FORTINET INC COM 34959E109 68 2,147 SH   DFND 4,5 2,147 0 0
FORTINET INC COM 34959E109 474 15,004 SH   DFND 4,5 15,004 0 0
FORTINET INC COM 34959E109 499 15,800 SH   DFND 4,5 15,800 0 0
FORTUNE BRANDS HOME & SEC INC COM 34964C106 99 1,700 SH   DFND 4,5,9,10 1,700 0 0
FORTUNE BRANDS HOME & SEC INC COM 34964C106 923 15,924 SH   DFND 4,5 15,924 0 0
FORTUNE BRANDS HOME & SEC INC COM 34964C106 4,295 74,085 SH   DFND 4,5 74,085 0 0
FOSSIL GROUP INC COM 34988V106 226 7,914 SH   DFND 4,5 7,914 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 5 258 SH   DFND 4,5 258 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 48 2,308 SH   DFND 4,5 2,308 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 61 2,949 SH   DFND 4,5,9,10 2,949 0 0
FRANCO NEVADA CORP COM 351858105 10 126 SH   DFND 4,8 126 0 0
FRANCO NEVADA CORP COM 351858105 61 800 SH   DFND 4,5,9,10 800 0 0
FRANCO NEVADA CORP COM 351858105 133 1,746 SH   DFND 4,5,9,10 1,746 0 0
FRANCO NEVADA CORP COM 351858105 448 5,888 SH   DFND 4,5 5,888 0 0
FRANCO NEVADA CORP COM 351858105 1,639 21,546 SH   DFND 4,5 21,546 0 0
FRANCO NEVADA CORP COM 351858105 11,753 154,520 SH   DFND 4,6 154,520 0 0
FRANKLIN RES INC COM 354613101 102 3,048 SH   DFND 4,5,9,10 3,048 0 0
FRANKLIN RES INC COM 354613101 167 4,991 SH   DFND 4,5,9,10 4,991 0 0
FRANKLIN RES INC COM 354613101 715 21,431 SH   DFND 4,5 21,431 0 0
FRANKLIN RES INC COM 354613101 1,405 42,100 SH   DFND 4,6 42,100 0 0
FRANKLIN RES INC COM 354613101 1,695 50,796 SH   DFND 4,5 50,796 0 0
FRANKLIN RES INC COM 354613101 2,505 75,076 SH   DFND 4,6 75,076 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 46 3,771 SH   DFND 4,5 3,771 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 103 8,400 SH   DFND 4,5,9,10 8,400 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 283 23,100 SH   DFND 4,5 23,100 0 0
FREEPORT-MCMORAN INC CL B 35671D857 39 3,500 SH   DFND 4,5 3,500 0 0
FREEPORT-MCMORAN INC CL B 35671D857 86 7,753 SH   DFND 4,8 7,753 0 0
FREEPORT-MCMORAN INC CL B 35671D857 105 9,400 SH   DFND 4,5 9,400 0 0
FREEPORT-MCMORAN INC CL B 35671D857 678 60,818 SH   DFND 4,5 60,818 0 0
FREEPORT-MCMORAN INC CL B 35671D857 781 70,126 SH   DFND 4,5,9,10 70,126 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,066 95,699 SH   DFND 4,5 95,699 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,854 166,400 SH   DFND 4,6 166,400 0 0
FREEPORT-MCMORAN INC CL B 35671D857 8,227 738,500 SH   DFND 4,6 738,500 0 0
FREEPORT-MCMORAN INC CL B 35671D857 25,125 2,255,390 SH   DFND 4,5,9,10 2,255,390 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 23 4,700 SH   DFND 4,6 4,700 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 138 28,013 SH   DFND 4,5 28,013 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 173 35,100 SH   DFND 4,5,9,10 35,100 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 650 131,621 SH   DFND 4,5 131,621 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,074 217,400 SH   DFND 4,5,9,10 217,400 0 0
FULTON FINL CORP PA COM 360271100 560 41,466 SH   DFND 4,5 41,466 0 0
GATX CORP COM 361448103 1,132 25,734 SH   DFND 4,5 25,734 0 0
GEO GROUP INC NEW COM 36162J106 137 4,000 SH   DFND 4,5,9,10 4,000 0 0
GNC HLDGS INC COM CL A 36191G107 200 8,225 SH   DFND 4,5,7 8,225 0 0
GALLAGHER ARTHUR J & CO COM 363576109 500 10,500 SH   DFND 4,5 10,500 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1,154 24,235 SH   DFND 4,5 24,235 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 291 8,430 SH   DFND 4,5 8,430 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 355 10,300 SH   DFND 4,5,9,10 10,300 0 0
GAMESTOP CORP NEW CL A 36467W109 67 2,509 SH   DFND 4,8 2,509 0 0
GAMESTOP CORP NEW CL A 36467W109 195 7,341 SH   DFND 4,5 7,341 0 0
GAP INC DEL COM 364760108 11 502 SH   DFND 4,8 502 0 0
GAP INC DEL COM 364760108 21 1,000 SH   DFND 4,5 1,000 0 0
GAP INC DEL COM 364760108 140 6,597 SH   DFND 4,5 6,597 0 0
GAP INC DEL COM 364760108 238 11,200 SH   DFND 4,8 11,200 0 0
GAP INC DEL COM 364760108 525 24,743 SH   DFND 4,5,9,10 24,743 0 0
GAP INC DEL COM 364760108 2,055 96,822 SH   DFND 4,5 96,822 0 0
GAP INC DEL COM 364760108 2,689 126,705 SH   DFND 4,5 126,705 0 0
GAP INC DEL COM 364760108 7,963 375,279 SH   DFND 4,5,9,10 375,279 0 0
GARTNER INC COM 366651107 78 800 SH   DFND 4,5,9,10 800 0 0
GARTNER INC COM 366651107 107 1,100 SH   DFND 4,5,9,10 1,100 0 0
GARTNER INC COM 366651107 444 4,556 SH   DFND 4,5 4,556 0 0
GARTNER INC COM 366651107 817 8,387 SH   DFND 4,5 8,387 0 0
GENERAL DYNAMICS CORP COM 369550108 68 490 SH   DFND 1,2 490 0 0
GENERAL DYNAMICS CORP COM 369550108 216 1,552 SH   DFND 4,5,9,10 1,552 0 0
GENERAL DYNAMICS CORP COM 369550108 443 3,178 SH   DFND 4,5,9,10 3,178 0 0
GENERAL DYNAMICS CORP COM 369550108 2,903 20,846 SH   DFND 4,5 20,846 0 0
GENERAL DYNAMICS CORP COM 369550108 17,633 126,638 SH   DFND 4,5 126,638 0 0
GENERAL ELECTRIC CO COM 369604103 14 446 SH   DFND   446 0 0
GENERAL ELECTRIC CO COM 369604103 79 2,500 SH   DFND 1 2,500 0 0
GENERAL ELECTRIC CO COM 369604103 181 5,746 SH   DFND 4,8 5,746 0 0
GENERAL ELECTRIC CO COM 369604103 359 11,400 SH   DFND 4,5 11,400 0 0
GENERAL ELECTRIC CO COM 369604103 378 12,000 SH   DFND 4,5 12,000 0 0
GENERAL ELECTRIC CO COM 369604103 378 12,000 SH   DFND 4,5 12,000 0 0
GENERAL ELECTRIC CO COM 369604103 787 25,000 SH   DFND 1,3 25,000 0 0
GENERAL ELECTRIC CO COM 369604103 2,394 76,044 SH   DFND 4,5 76,044 0 0
GENERAL ELECTRIC CO COM 369604103 2,411 76,600 SH   DFND 4,5 76,600 0 0
GENERAL ELECTRIC CO COM 369604103 9,941 315,785 SH   DFND 4,5,9,10 315,785 0 0
GENERAL ELECTRIC CO COM 369604103 14,693 466,755 SH   DFND 4,6 466,755 0 0
GENERAL ELECTRIC CO COM 369604103 16,524 524,900 SH   DFND 4,6 524,900 0 0
GENERAL ELECTRIC CO COM 369604103 40,618 1,290,269 SH   DFND 4,5 1,290,269 0 0
GENERAL ELECTRIC CO COM 369604103 69,423 2,205,305 SH   DFND 4,5,9,10 2,205,305 0 0
GENERAL ELECTRIC CO COM 369604103 141,890 4,507,321 SH   DFND 4,5 4,507,321 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 9 297 SH   DFND 4,8 297 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 96 3,205 SH   DFND 4,5,9,10 3,205 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 642 21,544 SH   DFND 4,5 21,544 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 1,081 36,261 SH   DFND 4,5,9,10 36,261 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 1,657 55,570 SH   DFND 4,5 55,570 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 5,573 186,889 SH   DFND 4,5 186,889 0 0
GENERAL MLS INC COM 370334104 77 1,074 SH   DFND 4,8 1,074 0 0
GENERAL MLS INC COM 370334104 93 1,300 SH   DFND   1,300 0 0
GENERAL MLS INC COM 370334104 314 4,405 SH   DFND 4,5,9,10 4,405 0 0
GENERAL MLS INC COM 370334104 424 5,940 SH   DFND   5,940 0 0
GENERAL MLS INC COM 370334104 428 5,997 SH   DFND 4,5,9,10 5,997 0 0
GENERAL MLS INC COM 370334104 444 6,230 SH   DFND 4,6 6,230 0 0
GENERAL MLS INC COM 370334104 2,403 33,700 SH   DFND 4,5 33,700 0 0
GENERAL MLS INC COM 370334104 3,557 49,869 SH   DFND 4,6 49,869 0 0
GENERAL MLS INC COM 370334104 14,425 202,261 SH   DFND 4,5 202,261 0 0
GENERAL MLS INC COM 370334104 17,359 243,391 SH   DFND 4,5 243,391 0 0
GENERAL MTRS CO COM 37045V100 3 101 SH   DFND 1,3 101 0 0
GENERAL MTRS CO COM 37045V100 15 543 SH   DFND 4,8 543 0 0
GENERAL MTRS CO COM 37045V100 55 1,927 SH   DFND 4,5,7 1,927 0 0
GENERAL MTRS CO COM 37045V100 133 4,700 SH   DFND 4,5 4,700 0 0
GENERAL MTRS CO COM 37045V100 190 6,700 SH   DFND 4,5,9,10 6,700 0 0
GENERAL MTRS CO COM 37045V100 555 19,626 SH   DFND 4,5,9,10 19,626 0 0
GENERAL MTRS CO COM 37045V100 1,265 44,700 SH   DFND 4,5 44,700 0 0
GENERAL MTRS CO COM 37045V100 3,538 125,000 SH   DFND 4,6 125,000 0 0
GENERAL MTRS CO COM 37045V100 4,111 145,264 SH   DFND 4,5 145,264 0 0
GENERAL MTRS CO COM 37045V100 4,921 173,880 SH   DFND 4,5 173,880 0 0
GENERAL MTRS CO COM 37045V100 4,958 175,200 SH   DFND 4,6 175,200 0 0
GENERAL MTRS CO WT EXP 071016 37045V118 0 5 SH Call DFND 1 0 0 5
GENERAL MTRS CO WT EXP 071016 37045V118 4 193 SH Call DFND 1,2 0 0 193
GENERAL MTRS CO WT EXP 071019 37045V126 0 5 SH Call DFND 1 0 0 5
GENERAL MTRS CO WT EXP 071019 37045V126 1 91 SH Call DFND 1,3 0 0 91
GENERAL MTRS CO WT EXP 071019 37045V126 2 193 SH Call DFND 1,2 0 0 193
GENESEE & WYO INC CL A 371559105 344 5,837 SH   DFND 4,5 5,837 0 0
GENTEX CORP COM 371901109 808 52,318 SH   DFND 4,5 52,318 0 0
GENUINE PARTS CO COM 372460105 80 792 SH   DFND 4,5,9,10 792 0 0
GENUINE PARTS CO COM 372460105 106 1,042 SH   DFND 4,5,9,10 1,042 0 0
GENUINE PARTS CO COM 372460105 1,171 11,568 SH   DFND 4,5 11,568 0 0
GENUINE PARTS CO COM 372460105 1,600 15,800 SH   DFND 4,5 15,800 0 0
GENUINE PARTS CO COM 372460105 1,831 18,085 SH   DFND 4,5 18,085 0 0
GENWORTH FINL INC COM CL A 37247D106 246 95,376 SH   DFND 4,5 95,376 0 0
GERDAU S A SPON ADR REP PFD 373737105 111 61,200 SH   DFND 1 61,200 0 0
GERDAU S A SPON ADR REP PFD 373737105 1,860 1,022,000 SH   DFND 4,5 1,022,000 0 0
GERDAU S A SPON ADR REP PFD 373737105 2,597 1,427,000 SH   DFND 4,5 1,427,000 0 0
GETTY RLTY CORP NEW COM 374297109 27 1,241 SH   DFND 4,5 1,241 0 0
GETTY RLTY CORP NEW COM 374297109 32 1,508 SH   DFND 4,5,9,10 1,508 0 0
GILEAD SCIENCES INC COM 375558103 63 750 SH   DFND 1,2 750 0 0
GILEAD SCIENCES INC COM 375558103 100 1,200 SH   DFND 4,8 1,200 0 0
GILEAD SCIENCES INC COM 375558103 100 1,200 SH   DFND 4,5 1,200 0 0
GILEAD SCIENCES INC COM 375558103 167 2,000 SH   DFND 4,5 2,000 0 0
GILEAD SCIENCES INC COM 375558103 184 2,207 SH   DFND 4,8 2,207 0 0
GILEAD SCIENCES INC COM 375558103 209 2,500 SH   DFND 4,5 2,500 0 0
GILEAD SCIENCES INC COM 375558103 597 7,162 SH   DFND 4,5,7 7,162 0 0
GILEAD SCIENCES INC COM 375558103 2,034 24,385 SH   DFND 4,5 24,385 0 0
GILEAD SCIENCES INC COM 375558103 4,241 50,838 SH   DFND 4,5,9,10 50,838 0 0
GILEAD SCIENCES INC COM 375558103 8,682 104,078 SH   DFND 4,6 104,078 0 0
GILEAD SCIENCES INC COM 375558103 10,033 120,270 SH   DFND 4,6 120,270 0 0
GILEAD SCIENCES INC COM 375558103 15,345 183,948 SH   DFND 4,5 183,948 0 0
GILEAD SCIENCES INC COM 375558103 17,736 212,606 SH   DFND 4,5 212,606 0 0
GILEAD SCIENCES INC COM 375558103 41,670 499,521 SH   DFND 4,5,9,10 499,521 0 0
GILDAN ACTIVEWEAR INC COM 375916103 35 1,209 SH   DFND 4,8 1,209 0 0
GILDAN ACTIVEWEAR INC COM 375916103 79 2,700 SH   DFND 4,5 2,700 0 0
GILDAN ACTIVEWEAR INC COM 375916103 390 13,287 SH   DFND 4,5 13,287 0 0
GILDAN ACTIVEWEAR INC COM 375916103 542 18,478 SH   DFND 4,5 18,478 0 0
GILDAN ACTIVEWEAR INC COM 375916103 1,501 51,162 SH   DFND 4,5,9,10 51,162 0 0
GILDAN ACTIVEWEAR INC COM 375916103 9,292 316,800 SH   DFND 4,5,9,10 316,800 0 0
GLADSTONE COML CORP COM 376536108 20 1,200 SH   DFND 4,5,9,10 1,200 0 0
GLOBAL NET LEASE INC COM 379378102 73 9,200 SH   DFND 4,5,9,10 9,200 0 0
GLOBAL PMTS INC COM 37940X102 64 900 SH   DFND 4,5,9,10 900 0 0
GLOBAL PMTS INC COM 37940X102 214 3,000 SH   DFND 4,5,9,10 3,000 0 0
GLOBAL PMTS INC COM 37940X102 700 9,800 SH   DFND 4,6 9,800 0 0
GLOBAL PMTS INC COM 37940X102 701 9,814 SH   DFND 4,5 9,814 0 0
GLOBAL PMTS INC COM 37940X102 1,186 16,621 SH   DFND 4,5 16,621 0 0
GLOBAL PARTNER ACQUISITION COR UNIT EX 070120 37954X204 238 24,247 SH   DFND 4,5,7 24,247 0 0
GODADDY INC CL A 380237107 159 5,096 SH   DFND   5,096 0 0
GOGO INC COM 38046C109 170 20,217 SH   DFND 4,5,7 20,217 0 0
GOLDCORP INC NEW COM 380956409 10 547 SH   DFND 4,8 547 0 0
GOLDCORP INC NEW COM 380956409 29 1,500 SH   DFND 4,5 1,500 0 0
GOLDCORP INC NEW COM 380956409 90 4,700 SH   DFND 4,5,9,10 4,700 0 0
GOLDCORP INC NEW COM 380956409 143 7,500 SH   DFND   7,500 0 0
GOLDCORP INC NEW COM 380956409 202 10,574 SH   DFND 4,5 10,574 0 0
GOLDCORP INC NEW COM 380956409 256 13,393 SH   DFND 4,5,9,10 13,393 0 0
GOLDCORP INC NEW COM 380956409 585 30,598 SH   DFND 4,5 30,598 0 0
GOLDCORP INC NEW COM 380956409 1,081 56,500 SH   DFND 1,2 56,500 0 0
GOLDCORP INC NEW COM 380956409 1,737 90,805 SH   DFND 4,5 90,805 0 0
GOLDCORP INC NEW COM 380956409 5,722 299,100 SH   DFND 4,6 299,100 0 0
GOLDCORP INC NEW COM 380956409 7,069 369,501 SH   DFND 1,3 369,501 0 0
GOLDCORP INC NEW COM 380956409 7,566 395,500 SH   DFND 1,2 395,500 0 0
GOLDCORP INC NEW COM 380956409 38,092 1,991,201 SH   DFND 4,6 1,991,201 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 66 443 SH   DFND 4,8 443 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 134 900 SH   DFND 4,5 900 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 550 3,700 SH   DFND 4,5 3,700 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,991 13,400 SH   DFND 4,5 13,400 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,999 20,187 SH   DFND 4,5,9,10 20,187 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,186 21,441 SH   DFND 4,6 21,441 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,819 25,700 SH   DFND 4,6 25,700 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,546 30,599 SH   DFND 4,5 30,599 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 6,051 40,724 SH   DFND 4,5 40,724 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 30,879 207,830 SH   DFND 4,5,9,10 207,830 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 77 3,000 SH   DFND 4,8 3,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 77 3,000 SH   DFND 1 3,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 82 3,200 SH   DFND 4,5,9,10 3,200 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 491 19,145 SH   DFND 4,5 19,145 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 825 32,158 SH   DFND 4,5 32,158 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,414 55,100 SH   DFND 4,6 55,100 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,416 55,200 SH   DFND 4,5 55,200 0 0
GORES HLDGS INC UNIT EXP 20 382866200 224 22,429 SH   DFND 4,5,7 22,429 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 86 3,708 SH   DFND 4,5 3,708 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 90 3,900 SH   DFND 4,5,9,10 3,900 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 507 22,000 SH   DFND 4,5 22,000 0 0
GRACE W R & CO DEL NEW COM 38388F108 51 692 SH   DFND 4,5 692 0 0
GRACE W R & CO DEL NEW COM 38388F108 514 7,026 SH   DFND 4,5 7,026 0 0
GRACE W R & CO DEL NEW COM 38388F108 687 9,389 SH   DFND 4,5,7 9,389 0 0
GRACO INC COM 384109104 208 2,628 SH   DFND 4,5 2,628 0 0
GRAINGER W W INC COM 384802104 71 313 SH   DFND 4,8 313 0 0
GRAINGER W W INC COM 384802104 159 700 SH   DFND 4,5 700 0 0
GRAINGER W W INC COM 384802104 1,913 8,417 SH   DFND 4,5 8,417 0 0
GRAINGER W W INC COM 384802104 2,565 11,289 SH   DFND 4,5,9,10 11,289 0 0
GRAINGER W W INC COM 384802104 6,359 27,983 SH   DFND 4,5 27,983 0 0
GRAINGER W W INC COM 384802104 40,711 179,147 SH   DFND 4,5,9,10 179,147 0 0
GRAMERCY PPTY TR COM 385002100 165 17,934 SH   DFND 4,5 17,934 0 0
GRAMERCY PPTY TR COM 385002100 212 23,007 SH   DFND 4,5,9,10 23,007 0 0
GRAMERCY PPTY TR COM 385002100 1,126 122,159 SH   DFND 4,5 122,159 0 0
GRAND CANYON ED INC COM 38526M106 383 9,600 SH   DFND 1,3 9,600 0 0
GRAND CANYON ED INC COM 38526M106 3,449 86,400 SH   DFND 1,2 86,400 0 0
GRANITE REAL ESTATE INVT TR STAPLED UNIT 387437114 45 1,496 SH   DFND 4,5 1,496 0 0
GRANITE REAL ESTATE INVT TR STAPLED UNIT 387437114 51 1,700 SH   DFND 4,5,9,10 1,700 0 0
GRANITE REAL ESTATE INVT TR STAPLED UNIT 387437114 412 13,656 SH   DFND 4,5 13,656 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 4,436 353,714 SH   DFND 4,5,7 353,714 0 0
GREAT PLAINS ENERGY INC COM 391164100 1,999 65,754 SH   DFND 4,5 65,754 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 2,435 146,073 SH   DFND 4,5,7 146,073 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 8 195 SH   DFND 4,8 195 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 354 8,300 SH   DFND 4,8 8,300 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 1,856 43,462 SH   DFND 4,5 43,462 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 2,914 68,228 SH   DFND 4,5 68,228 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 7,013 164,200 SH   DFND 4,5,9,10 164,200 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 53,548 2,056,360 SH   DFND 4,5 2,056,360 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 65,219 2,504,580 SH   DFND 4,5 2,504,580 0 0
GULFPORT ENERGY CORP COM NEW 402635304 348 11,138 SH   DFND 4,5 11,138 0 0
HCA HOLDINGS INC COM 40412C101 38 488 SH   DFND 1,3 488 0 0
HCA HOLDINGS INC COM 40412C101 71 928 SH   DFND 4,8 928 0 0
HCA HOLDINGS INC COM 40412C101 100 1,300 SH   DFND 1,2 1,300 0 0
HCA HOLDINGS INC COM 40412C101 131 1,700 SH   DFND 4,5,9,10 1,700 0 0
HCA HOLDINGS INC COM 40412C101 316 4,100 SH   DFND 4,5,9,10 4,100 0 0
HCA HOLDINGS INC COM 40412C101 385 4,996 SH   DFND 4,5,7 4,996 0 0
HCA HOLDINGS INC COM 40412C101 408 5,300 SH   DFND 4,5 5,300 0 0
HCA HOLDINGS INC COM 40412C101 668 8,672 SH   DFND 4,5,7 8,672 0 0
HCA HOLDINGS INC COM 40412C101 762 9,900 SH   DFND 4,5 9,900 0 0
HCA HOLDINGS INC COM 40412C101 1,263 16,400 SH   DFND 4,6 16,400 0 0
HCA HOLDINGS INC COM 40412C101 1,332 17,299 SH   DFND 4,5 17,299 0 0
HCA HOLDINGS INC COM 40412C101 17,032 221,171 SH   DFND 4,5 221,171 0 0
HCP INC COM 40414L109 144 4,060 SH   DFND 4,5,9,10 4,060 0 0
HCP INC COM 40414L109 202 5,700 SH   DFND 4,6 5,700 0 0
HCP INC COM 40414L109 704 19,891 SH   DFND 4,5 19,891 0 0
HCP INC COM 40414L109 1,093 30,900 SH   DFND 4,5,9,10 30,900 0 0
HCP INC COM 40414L109 1,647 46,564 SH   DFND 4,5 46,564 0 0
HCP INC COM 40414L109 5,109 144,414 SH   DFND 4,5 144,414 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 438 6,600 SH   DFND 4,5 6,600 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,294 19,500 SH   DFND 4,5 19,500 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 3,416 51,484 SH   DFND 1,3 51,484 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 8,241 124,200 SH   DFND 4,6 124,200 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 34,160 514,840 SH   DFND 1,2 514,840 0 0
HD SUPPLY HLDGS INC COM 40416M105 3,586 102,999 SH   DFND 4,5,7 102,999 0 0
HNI CORP COM 404251100 676 14,541 SH   DFND 4,5 14,541 0 0
HP INC COM 40434L105 5 400 SH   DFND   400 0 0
HP INC COM 40434L105 57 4,556 SH   DFND 4,8 4,556 0 0
HP INC COM 40434L105 124 9,900 SH   DFND 4,5,9,10 9,900 0 0
HP INC COM 40434L105 248 19,752 SH   DFND 4,5,9,10 19,752 0 0
HP INC COM 40434L105 335 26,700 SH   DFND 4,5 26,700 0 0
HP INC COM 40434L105 1,220 97,200 SH   DFND 4,6 97,200 0 0
HP INC COM 40434L105 2,579 205,525 SH   DFND 4,5 205,525 0 0
HP INC COM 40434L105 2,762 220,100 SH   DFND 4,6 220,100 0 0
HP INC COM 40434L105 3,064 244,168 SH   DFND 4,5 244,168 0 0
HP INC COM 40434L105 7,999 637,397 SH   DFND 4,5 637,397 0 0
HAIN CELESTIAL GROUP INC COM 405217100 149 3,000 SH   DFND   3,000 0 0
HAIN CELESTIAL GROUP INC COM 405217100 386 7,760 SH   DFND 1,3 7,760 0 0
HAIN CELESTIAL GROUP INC COM 405217100 859 17,269 SH   DFND   17,269 0 0
HAIN CELESTIAL GROUP INC COM 405217100 3,475 69,840 SH   DFND 1,2 69,840 0 0
HALLIBURTON CO COM 406216101 86 1,888 SH   DFND 1,3 1,888 0 0
HALLIBURTON CO COM 406216101 208 4,600 SH   DFND 4,5,9,10 4,600 0 0
HALLIBURTON CO COM 406216101 363 8,010 SH   DFND 4,5 8,010 0 0
HALLIBURTON CO COM 406216101 468 10,341 SH   DFND 4,5,9,10 10,341 0 0
HALLIBURTON CO COM 406216101 1,416 31,270 SH   DFND 4,5 31,270 0 0
HALLIBURTON CO COM 406216101 2,482 54,811 SH   DFND 4,5 54,811 0 0
HALLIBURTON CO COM 406216101 3,523 77,792 SH   DFND 4,6 77,792 0 0
HALLIBURTON CO COM 406216101 3,865 85,339 SH   DFND 1,2 85,339 0 0
HALLIBURTON CO COM 406216101 9,040 199,600 SH   DFND 4,5 199,600 0 0
HALLIBURTON CO COM 406216101 27,055 597,373 SH   DFND 1,2 597,373 0 0
HALYARD HEALTH INC COM 40650V100 780 24,000 SH   DFND 4,5 24,000 0 0
HANESBRANDS INC COM 410345102 10 400 SH   DFND 4,5,9,10 400 0 0
HANESBRANDS INC COM 410345102 93 3,700 SH   DFND 4,6 3,700 0 0
HANESBRANDS INC COM 410345102 133 5,300 SH   DFND 4,5,9,10 5,300 0 0
HANESBRANDS INC COM 410345102 703 27,993 SH   DFND 4,5 27,993 0 0
HANESBRANDS INC COM 410345102 1,265 50,353 SH   DFND 4,5 50,353 0 0
HANESBRANDS INC COM 410345102 5,398 214,800 SH   DFND 4,6 214,800 0 0
HARLEY DAVIDSON INC COM 412822108 43 941 SH   DFND 4,8 941 0 0
HARLEY DAVIDSON INC COM 412822108 95 2,100 SH   DFND 4,5 2,100 0 0
HARLEY DAVIDSON INC COM 412822108 407 8,977 SH   DFND 4,5 8,977 0 0
HARLEY DAVIDSON INC COM 412822108 1,037 22,881 SH   DFND 4,5 22,881 0 0
HARLEY DAVIDSON INC COM 412822108 1,800 39,743 SH   DFND 4,5,9,10 39,743 0 0
HARLEY DAVIDSON INC COM 412822108 26,673 588,800 SH   DFND 4,5,9,10 588,800 0 0
HARMAN INTL INDS INC COM 413086109 57 800 SH   DFND 4,5,9,10 800 0 0
HARMAN INTL INDS INC COM 413086109 57 800 SH   DFND 4,5,9,10 800 0 0
HARMAN INTL INDS INC COM 413086109 218 3,038 SH   DFND   3,038 0 0
HARMAN INTL INDS INC COM 413086109 325 4,525 SH   DFND 4,5 4,525 0 0
HARMAN INTL INDS INC COM 413086109 575 8,003 SH   DFND 4,5 8,003 0 0
HARRIS CORP DEL COM 413875105 58 700 SH   DFND 4,5,9,10 700 0 0
HARRIS CORP DEL COM 413875105 123 1,479 SH   DFND 4,5,9,10 1,479 0 0
HARRIS CORP DEL COM 413875105 503 6,034 SH   DFND 4,5 6,034 0 0
HARRIS CORP DEL COM 413875105 1,232 14,763 SH   DFND 4,5 14,763 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 7 162 SH   DFND 4,8 162 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 58 1,300 SH   DFND 4,5,9,10 1,300 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 241 5,422 SH   DFND 4,5,9,10 5,422 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 895 20,173 SH   DFND 4,5 20,173 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 905 20,400 SH   DFND 4,6 20,400 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,114 25,096 SH   DFND 4,5 25,096 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 3,407 76,770 SH   DFND 4,6 76,770 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 6,670 150,304 SH   DFND 4,5 150,304 0 0
HASBRO INC COM 418056107 7 85 SH   DFND 4,8 85 0 0
HASBRO INC COM 418056107 67 796 SH   DFND 4,5,9,10 796 0 0
HASBRO INC COM 418056107 223 2,659 SH   DFND 4,5,9,10 2,659 0 0
HASBRO INC COM 418056107 286 3,400 SH   DFND 4,8 3,400 0 0
HASBRO INC COM 418056107 1,218 14,500 SH   DFND 1,2 14,500 0 0
HASBRO INC COM 418056107 1,299 15,469 SH   DFND 4,5 15,469 0 0
HASBRO INC COM 418056107 2,570 30,595 SH   DFND 4,5 30,595 0 0
HASBRO INC COM 418056107 2,864 34,102 SH   DFND 4,5 34,102 0 0
HASBRO INC COM 418056107 8,525 101,500 SH   DFND 1,2 101,500 0 0
HEALTHCARE SVCS GRP INC COM 421906108 319 7,700 SH   DFND 4,6 7,700 0 0
HEALTHCARE SVCS GRP INC COM 421906108 807 19,500 SH   DFND 4,5 19,500 0 0
HEALTHCARE SVCS GRP INC COM 421906108 15,224 367,900 SH   DFND 4,6 367,900 0 0
HEALTHSOUTH CORP COM NEW 421924309 776 20,000 SH   DFND 1,3 20,000 0 0
HEALTHSOUTH CORP COM NEW 421924309 1,231 31,700 SH   DFND 4,6 31,700 0 0
HEALTHSOUTH CORP COM NEW 421924309 6,988 180,000 SH   DFND 1,2 180,000 0 0
HEALTHCARE RLTY TR COM 421946104 157 4,483 SH   DFND 4,5 4,483 0 0
HEALTHCARE RLTY TR COM 421946104 227 6,500 SH   DFND 4,5,9,10 6,500 0 0
HEALTHCARE RLTY TR COM 421946104 577 16,500 SH   DFND 4,6 16,500 0 0
HEALTHCARE RLTY TR COM 421946104 934 26,700 SH   DFND 4,5 26,700 0 0
HEALTHCARE RLTY TR COM 421946104 990 28,300 SH   DFND 4,5 28,300 0 0
HEALTHCARE RLTY TR COM 421946104 29,773 850,900 SH   DFND 4,6 850,900 0 0
HEADWATERS INC COM 42210P102 1,681 93,707 SH   DFND 4,5,7 93,707 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 188 5,811 SH   DFND 4,5 5,811 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 241 7,450 SH   DFND 4,5,9,10 7,450 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 1,087 33,600 SH   DFND 4,5 33,600 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 1,165 36,013 SH   DFND 4,5 36,013 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 1,834 56,700 SH   DFND 4,6 56,700 0 0
HELMERICH & PAYNE INC COM 423452101 37 553 SH   DFND 4,8 553 0 0
HELMERICH & PAYNE INC COM 423452101 74 1,100 SH   DFND 4,5 1,100 0 0
HELMERICH & PAYNE INC COM 423452101 195 2,900 SH   DFND 4,6 2,900 0 0
HELMERICH & PAYNE INC COM 423452101 403 6,000 SH   DFND   6,000 0 0
HELMERICH & PAYNE INC COM 423452101 1,028 15,315 SH   DFND 4,5 15,315 0 0
HELMERICH & PAYNE INC COM 423452101 1,410 21,002 SH   DFND 4,5,9,10 21,002 0 0
HELMERICH & PAYNE INC COM 423452101 1,537 22,900 SH   DFND 4,6 22,900 0 0
HELMERICH & PAYNE INC COM 423452101 9,957 148,321 SH   DFND 4,5 148,321 0 0
HELMERICH & PAYNE INC COM 423452101 13,633 203,090 SH   DFND 4,5,9,10 203,090 0 0
HENRY JACK & ASSOC INC COM 426281101 2,024 23,198 SH   DFND 4,5 23,198 0 0
HERBALIFE LTD SR CONV NT 2%19 42703MAB9 2,422 2,451,000 PRN   DFND 4,5,7 0 0 2,451,000
HERBALIFE LTD SR CONV NT 2%19 42703MAB9 3,620 3,664,000 PRN   DFND 4,5,7 0 0 3,664,000
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 15 887 SH   DFND 4,5 887 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 42 2,425 SH   DFND 4,5,9,10 2,425 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 207 12,050 SH   DFND 4,5 12,050 0 0
HERSHEY CO COM 427866108 132 1,164 SH   DFND 4,5,9,10 1,164 0 0
HERSHEY CO COM 427866108 258 2,273 SH   DFND 4,5,9,10 2,273 0 0
HERSHEY CO COM 427866108 1,152 10,150 SH   DFND 4,6 10,150 0 0
HERSHEY CO COM 427866108 2,142 18,877 SH   DFND 4,5 18,877 0 0
HERSHEY CO COM 427866108 6,315 55,644 SH   DFND 4,5 55,644 0 0
HESS CORP COM 42809H107 114 1,900 SH   DFND 4,5,9,10 1,900 0 0
HESS CORP COM 42809H107 214 3,562 SH   DFND 4,5,9,10 3,562 0 0
HESS CORP COM 42809H107 1,851 30,794 SH   DFND 4,5 30,794 0 0
HESS CORP COM 42809H107 2,698 44,900 SH   DFND 4,6 44,900 0 0
HESS CORP COM 42809H107 7,150 118,974 SH   DFND 4,5 118,974 0 0
HESS CORP COM 42809H107 7,501 124,810 SH   DFND 4,6 124,810 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 7 400 SH   DFND   400 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 89 4,886 SH   DFND 4,8 4,886 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 181 9,900 SH   DFND 4,5,9,10 9,900 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 356 19,500 SH   DFND 4,5 19,500 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 361 19,752 SH   DFND 4,5,9,10 19,752 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 687 37,600 SH   DFND 4,5 37,600 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 1,847 101,100 SH   DFND 4,8 101,100 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 2,269 124,200 SH   DFND 4,6 124,200 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 2,511 137,439 SH   DFND 4,5 137,439 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 2,533 138,626 SH   DFND 4,5,7 138,626 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 3,928 215,000 SH   DFND 4,6 215,000 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 23,986 1,312,838 SH   DFND 4,5 1,312,838 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 26,406 1,445,309 SH   DFND 4,5 1,445,309 0 0
HEXCEL CORP NEW COM 428291108 1,258 30,220 SH   DFND 1,3 30,220 0 0
HEXCEL CORP NEW COM 428291108 11,325 271,980 SH   DFND 1,2 271,980 0 0
HIGHWOODS PPTYS INC COM 431284108 220 4,166 SH   DFND 4,5 4,166 0 0
HIGHWOODS PPTYS INC COM 431284108 306 5,800 SH   DFND 4,5,9,10 5,800 0 0
HIGHWOODS PPTYS INC COM 431284108 1,404 26,600 SH   DFND 4,5 26,600 0 0
HIGHWOODS PPTYS INC COM 431284108 1,668 31,596 SH   DFND 4,5 31,596 0 0
HILL ROM HLDGS INC COM 431475102 505 10,000 SH   DFND 4,5 10,000 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 781 94,600 SH   DFND 4,5 94,600 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 4,300 520,600 SH   DFND 4,5 520,600 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 50 2,200 SH   DFND 4,5,9,10 2,200 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 117 5,200 SH   DFND 4,5,9,10 5,200 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 212 9,400 SH   DFND 4,6 9,400 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 506 22,447 SH   DFND 4,5 22,447 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 723 32,084 SH   DFND 4,5 32,084 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 6,236 276,800 SH   DFND 4,6 276,800 0 0
HOLLYFRONTIER CORP COM 436106108 29 1,200 SH   DFND 4,5,9,10 1,200 0 0
HOLLYFRONTIER CORP COM 436106108 35 1,456 SH   DFND 4,8 1,456 0 0
HOLLYFRONTIER CORP COM 436106108 100 4,200 SH   DFND 4,5,9,10 4,200 0 0
HOLLYFRONTIER CORP COM 436106108 113 4,755 SH   DFND 4,5,7 4,755 0 0
HOLLYFRONTIER CORP COM 436106108 135 5,694 SH   DFND 4,5 5,694 0 0
HOLLYFRONTIER CORP COM 436106108 907 38,151 SH   DFND 4,5 38,151 0 0
HOLOGIC INC COM 436440101 80 2,300 SH   DFND 4,5,9,10 2,300 0 0
HOLOGIC INC COM 436440101 80 2,313 SH   DFND 4,8 2,313 0 0
HOLOGIC INC COM 436440101 185 5,333 SH   DFND 4,5,9,10 5,333 0 0
HOLOGIC INC COM 436440101 394 11,400 SH   DFND 4,5 11,400 0 0
HOLOGIC INC COM 436440101 1,075 31,067 SH   DFND 4,5 31,067 0 0
HOLOGIC INC SR STEP CV NT 42 436440AC5 308 240,000 PRN   DFND 4,5 0 0 240,000
HOME DEPOT INC COM 437076102 51 400 SH   DFND 4,5 400 0 0
HOME DEPOT INC COM 437076102 107 840 SH   DFND 1,2 840 0 0
HOME DEPOT INC COM 437076102 128 999 SH   DFND 1,2 999 0 0
HOME DEPOT INC COM 437076102 306 2,400 SH   DFND 4,5 2,400 0 0
HOME DEPOT INC COM 437076102 1,250 9,789 SH   DFND 4,8 9,789 0 0
HOME DEPOT INC COM 437076102 2,431 19,040 SH   DFND 4,5 19,040 0 0
HOME DEPOT INC COM 437076102 5,688 44,544 SH   DFND 1,3 44,544 0 0
HOME DEPOT INC COM 437076102 5,896 46,175 SH   DFND 4,5 46,175 0 0
HOME DEPOT INC COM 437076102 7,111 55,691 SH   DFND 4,5,9,10 55,691 0 0
HOME DEPOT INC COM 437076102 7,563 59,232 SH   DFND 1,2 59,232 0 0
HOME DEPOT INC COM 437076102 11,096 86,900 SH   DFND 4,6 86,900 0 0
HOME DEPOT INC COM 437076102 14,275 111,797 SH   DFND 4,5 111,797 0 0
HOME DEPOT INC COM 437076102 23,535 184,313 SH   DFND 4,6 184,313 0 0
HOME DEPOT INC COM 437076102 42,841 335,506 SH   DFND 4,5 335,506 0 0
HOME DEPOT INC COM 437076102 49,925 390,985 SH   DFND 1,2 390,985 0 0
HOME DEPOT INC COM 437076102 67,312 527,150 SH   DFND 4,5,9,10 527,150 0 0
HONEYWELL INTL INC COM 438516106 467 4,018 SH   DFND 4,8 4,018 0 0
HONEYWELL INTL INC COM 438516106 523 4,500 SH   DFND 4,8 4,500 0 0
HONEYWELL INTL INC COM 438516106 605 5,200 SH   DFND 4,5,9,10 5,200 0 0
HONEYWELL INTL INC COM 438516106 822 7,070 SH   DFND 4,5 7,070 0 0
HONEYWELL INTL INC COM 438516106 1,066 9,167 SH   DFND 4,5,9,10 9,167 0 0
HONEYWELL INTL INC COM 438516106 4,145 35,637 SH   DFND 4,6 35,637 0 0
HONEYWELL INTL INC COM 438516106 13,785 118,505 SH   DFND 4,5 118,505 0 0
HONEYWELL INTL INC COM 438516106 42,823 368,148 SH   DFND 4,5 368,148 0 0
HORMEL FOODS CORP COM 440452100 84 2,300 SH   DFND 4,5 2,300 0 0
HORMEL FOODS CORP COM 440452100 787 21,494 SH   DFND 4,8 21,494 0 0
HORMEL FOODS CORP COM 440452100 1,294 35,356 SH   DFND 4,5,9,10 35,356 0 0
HORMEL FOODS CORP COM 440452100 2,406 65,733 SH   DFND 4,5 65,733 0 0
HORMEL FOODS CORP COM 440452100 4,248 116,065 SH   DFND 4,5 116,065 0 0
HORMEL FOODS CORP COM 440452100 6,656 181,859 SH   DFND 4,5,9,10 181,859 0 0
HORMEL FOODS CORP COM 440452100 10,847 296,361 SH   DFND 4,5 296,361 0 0
HORIZON PHARMA INVT LTD SR EXCH NT2.5%22 44052TAB7 1,148 1,267,000 PRN   DFND 4,5,7 0 0 1,267,000
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 187 6,479 SH   DFND 4,5 6,479 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 297 10,300 SH   DFND 4,5,9,10 10,300 0 0
HOST HOTELS & RESORTS INC COM 44107P104 69 4,257 SH   DFND 4,5,9,10 4,257 0 0
HOST HOTELS & RESORTS INC COM 44107P104 170 10,500 SH   DFND   10,500 0 0
HOST HOTELS & RESORTS INC COM 44107P104 255 15,700 SH   DFND 4,6 15,700 0 0
HOST HOTELS & RESORTS INC COM 44107P104 518 31,964 SH   DFND 4,5 31,964 0 0
HOST HOTELS & RESORTS INC COM 44107P104 650 40,109 SH   DFND 4,5 40,109 0 0
HOST HOTELS & RESORTS INC COM 44107P104 789 48,669 SH   DFND 4,5,9,10 48,669 0 0
HOST HOTELS & RESORTS INC COM 44107P104 878 54,193 SH   DFND 4,5 54,193 0 0
HOWARD HUGHES CORP COM 44267D107 898 7,853 SH   DFND 4,5 7,853 0 0
HUDSON PAC PPTYS INC COM 444097109 102 3,512 SH   DFND 4,5 3,512 0 0
HUDSON PAC PPTYS INC COM 444097109 140 4,800 SH   DFND 4,5,9,10 4,800 0 0
HUDSON PAC PPTYS INC COM 444097109 614 21,028 SH   DFND 4,5 21,028 0 0
HUMANA INC COM 444859102 180 1,000 SH   DFND 4,5,9,10 1,000 0 0
HUMANA INC COM 444859102 313 1,739 SH   DFND 4,5,9,10 1,739 0 0
HUMANA INC COM 444859102 1,272 7,073 SH   DFND 4,5 7,073 0 0
HUMANA INC COM 444859102 1,637 9,100 SH   DFND 4,6 9,100 0 0
HUMANA INC COM 444859102 3,631 20,186 SH   DFND 4,5 20,186 0 0
HUNT J B TRANS SVCS INC COM 445658107 9 105 SH   DFND 4,8 105 0 0
HUNT J B TRANS SVCS INC COM 445658107 60 742 SH   DFND 4,5,9,10 742 0 0
HUNT J B TRANS SVCS INC COM 445658107 200 2,476 SH   DFND 4,5,9,10 2,476 0 0
HUNT J B TRANS SVCS INC COM 445658107 397 4,900 SH   DFND 4,5 4,900 0 0
HUNT J B TRANS SVCS INC COM 445658107 621 7,673 SH   DFND 4,5 7,673 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,457 18,000 SH   DFND 4,5 18,000 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,771 46,598 SH   DFND 4,5 46,598 0 0
HUNTINGTON BANCSHARES INC COM 446150104 64 7,125 SH   DFND 4,8 7,125 0 0
HUNTINGTON BANCSHARES INC COM 446150104 142 15,900 SH   DFND 4,5 15,900 0 0
HUNTINGTON BANCSHARES INC COM 446150104 432 48,359 SH   DFND 4,5 48,359 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,293 144,613 SH   DFND 4,5 144,613 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,670 186,800 SH   DFND 4,6 186,800 0 0
HUNTINGTON BANCSHARES INC COM 446150104 2,485 278,000 SH   DFND 4,5,9,10 278,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 3,665 410,000 SH   DFND 4,6 410,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 30,557 3,418,000 SH   DFND 4,5,9,10 3,418,000 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,019 6,064 SH   DFND 4,5 6,064 0 0
IAC INTERACTIVECORP COM 44919P508 674 11,970 SH   DFND 1,3 11,970 0 0
IAC INTERACTIVECORP COM 44919P508 1,264 22,454 SH   DFND 4,5,7 22,454 0 0
IAC INTERACTIVECORP COM 44919P508 6,065 107,730 SH   DFND 1,2 107,730 0 0
IMS HEALTH HLDGS INC COM 44970B109 14 547 SH   DFND 4,5 547 0 0
IMS HEALTH HLDGS INC COM 44970B109 148 5,835 SH   DFND 4,5 5,835 0 0
IPG PHOTONICS CORP COM 44980X109 312 3,900 SH   DFND 1,3 3,900 0 0
IPG PHOTONICS CORP COM 44980X109 2,808 35,100 SH   DFND 1,2 35,100 0 0
IBERIABANK CORP COM 450828108 806 13,500 SH   DFND 1,3 13,500 0 0
IBERIABANK CORP COM 450828108 7,257 121,500 SH   DFND 1,2 121,500 0 0
IAMGOLD CORP COM 450913108 6,027 1,455,700 SH   DFND 4,6 1,455,700 0 0
ICICI BK LTD ADR 45104G104 2,870 399,716 SH   DFND 1,3 399,716 0 0
ICICI BK LTD ADR 45104G104 21,875 3,046,600 SH   DFND 4,5 3,046,600 0 0
ICICI BK LTD ADR 45104G104 28,700 3,997,160 SH   DFND 1,2 3,997,160 0 0
ICONIX BRAND GROUP INC COM 451055107 33 4,875 SH   DFND 4,5,7 4,875 0 0
IDEXX LABS INC COM 45168D104 410 4,413 SH   DFND 4,5 4,413 0 0
IDEXX LABS INC COM 45168D104 1,341 14,441 SH   DFND 4,5 14,441 0 0
IHS INC CL A 451734107 35 300 SH   DFND 4,5,9,10 300 0 0
IHS INC CL A 451734107 62 536 SH   DFND 4,5,9,10 536 0 0
IHS INC CL A 451734107 1,114 9,637 SH   DFND 4,5 9,637 0 0
IHS INC CL A 451734107 4,749 41,075 SH   DFND 4,5 41,075 0 0
ILLINOIS TOOL WKS INC COM 452308109 54 514 SH   DFND 4,8 514 0 0
ILLINOIS TOOL WKS INC COM 452308109 125 1,200 SH   DFND 4,5 1,200 0 0
ILLINOIS TOOL WKS INC COM 452308109 812 7,800 SH   DFND 4,6 7,800 0 0
ILLINOIS TOOL WKS INC COM 452308109 2,579 24,764 SH   DFND 4,5,9,10 24,764 0 0
ILLINOIS TOOL WKS INC COM 452308109 17,105 164,217 SH   DFND 4,5 164,217 0 0
ILLINOIS TOOL WKS INC COM 452308109 17,722 170,140 SH   DFND 4,5 170,140 0 0
ILLINOIS TOOL WKS INC COM 452308109 43,935 421,800 SH   DFND 4,5,9,10 421,800 0 0
ILLUMINA INC COM 452327109 21 150 SH   DFND 4,8 150 0 0
ILLUMINA INC COM 452327109 42 300 SH   DFND 4,5 300 0 0
ILLUMINA INC COM 452327109 990 7,050 SH   DFND 4,5,9,10 7,050 0 0
ILLUMINA INC COM 452327109 2,070 14,746 SH   DFND 4,5 14,746 0 0
ILLUMINA INC COM 452327109 3,655 26,039 SH   DFND 4,5 26,039 0 0
ILLUMINA INC COM 452327109 7,912 56,361 SH   DFND 4,5,9,10 56,361 0 0
ILLUMINA INC SR CV ZERO NT 19 452327AF6 58 60,000 PRN   DFND 4,5,7 0 0 60,000
IMMUNOGEN INC COM 45253H101 80 26,000 SH   DFND 4,5 26,000 0 0
IMPERIAL OIL LTD COM NEW 453038408 57 1,800 SH   DFND 4,5,9,10 1,800 0 0
IMPERIAL OIL LTD COM NEW 453038408 197 6,248 SH   DFND 4,5,9,10 6,248 0 0
IMPERIAL OIL LTD COM NEW 453038408 208 6,600 SH   DFND 4,6 6,600 0 0
IMPERIAL OIL LTD COM NEW 453038408 701 22,214 SH   DFND 4,6 22,214 0 0
IMPERIAL OIL LTD COM NEW 453038408 1,333 42,240 SH   DFND 4,5 42,240 0 0
IMPERIAL OIL LTD COM NEW 453038408 3,503 111,006 SH   DFND 4,5 111,006 0 0
INCYTE CORP COM 45337C102 72 900 SH   DFND 4,5,9,10 900 0 0
INCYTE CORP COM 45337C102 160 2,000 SH   DFND 4,5,9,10 2,000 0 0
INCYTE CORP COM 45337C102 493 6,164 SH   DFND 4,5 6,164 0 0
INCYTE CORP COM 45337C102 1,458 18,226 SH   DFND 4,5 18,226 0 0
INCYTE CORP SR CV NT0.375%18 45337CAM4 272 164,000 PRN   DFND 4,5,7 0 0 164,000
INCYTE CORP SR CV NT 1.25%20 45337CAN2 1,548 909,000 PRN   DFND 4,5,7 0 0 909,000
INDEPENDENCE RLTY TR INC COM 45378A106 15 1,869 SH   DFND 4,5,9,10 1,869 0 0
INFOSYS LTD SPONSORED ADR 456788108 300 16,800 SH   DFND 4,5 16,800 0 0
INFOSYS LTD SPONSORED ADR 456788108 468 26,200 SH   DFND 4,5 26,200 0 0
INFOSYS LTD SPONSORED ADR 456788108 907 50,800 SH   DFND 4,6 50,800 0 0
INFOSYS LTD SPONSORED ADR 456788108 1,335 74,800 SH   DFND 4,6 74,800 0 0
INFOSYS LTD SPONSORED ADR 456788108 4,172 233,698 SH   DFND 1,3 233,698 0 0
INFOSYS LTD SPONSORED ADR 456788108 41,715 2,336,980 SH   DFND 1,2 2,336,980 0 0
INGEVITY CORP COM 45688C107 15 446 SH   DFND 4,8 446 0 0
INGRAM MICRO INC CL A 457153104 120 3,454 SH   DFND 4,5 3,454 0 0
INGREDION INC COM 457187102 1,229 9,500 SH   DFND 4,5 9,500 0 0
INGREDION INC COM 457187102 1,688 13,044 SH   DFND 4,5 13,044 0 0
INGREDION INC COM 457187102 2,601 20,100 SH   DFND 1,2 20,100 0 0
INGREDION INC COM 457187102 3,661 28,287 SH   DFND 4,5 28,287 0 0
INGREDION INC COM 457187102 6,975 53,900 SH   DFND 4,6 53,900 0 0
INGREDION INC COM 457187102 17,755 137,200 SH   DFND 1,2 137,200 0 0
INNOPHOS HOLDINGS INC COM 45774N108 200 4,742 SH   DFND 4,5,7 4,742 0 0
INOGEN INC COM 45780L104 551 11,000 SH   DFND 1,3 11,000 0 0
INOGEN INC COM 45780L104 4,961 99,000 SH   DFND 1,2 99,000 0 0
INTEGRA LIFESCIENCES HLDGS CP SR NT CV1.625%16 457985AK5 3,286 2,166,000 PRN   DFND 4,5,7 0 0 2,166,000
INTEGRATED DEVICE TECHNOLOGY COM 458118106 540 26,828 SH   DFND 4,5 26,828 0 0
INTEL CORP COM 458140100 49 1,500 SH   DFND   1,500 0 0
INTEL CORP COM 458140100 98 3,000 SH   DFND 4,5 3,000 0 0
INTEL CORP COM 458140100 115 3,504 SH   DFND 4,8 3,504 0 0
INTEL CORP COM 458140100 243 7,400 SH   DFND 4,8 7,400 0 0
INTEL CORP COM 458140100 371 11,300 SH   DFND 4,5 11,300 0 0
INTEL CORP COM 458140100 689 21,000 SH   DFND   21,000 0 0
INTEL CORP COM 458140100 1,755 53,500 SH   DFND 4,5 53,500 0 0
INTEL CORP COM 458140100 1,816 55,374 SH   DFND 4,5,9,10 55,374 0 0
INTEL CORP COM 458140100 2,175 66,300 SH   DFND 4,5 66,300 0 0
INTEL CORP COM 458140100 2,523 76,920 SH   DFND 4,5 76,920 0 0
INTEL CORP COM 458140100 8,954 273,000 SH   DFND 4,6 273,000 0 0
INTEL CORP COM 458140100 12,191 371,676 SH   DFND 4,5,9,10 371,676 0 0
INTEL CORP COM 458140100 14,229 433,821 SH   DFND 4,5 433,821 0 0
INTEL CORP COM 458140100 15,721 479,300 SH   DFND 4,6 479,300 0 0
INTEL CORP COM 458140100 25,653 782,104 SH   DFND 4,5 782,104 0 0
INTEL CORP JR SB CONV DB 39 458140AF7 538 331,000 PRN   DFND 4,5 0 0 331,000
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 248 19,200 SH   DFND 1,3 19,200 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 2,236 172,800 SH   DFND 1,2 172,800 0 0
INTERACTIVE BROKERS GROUP INC COM 45841N107 396 11,200 SH   DFND 1,3 11,200 0 0
INTERACTIVE BROKERS GROUP INC COM 45841N107 3,568 100,800 SH   DFND 1,2 100,800 0 0
INTERACTIVE INTELLIGENCE GROUP SR CV NT 1.25%20 45841VAB5 398 421,000 PRN   DFND 4,5,7 0 0 421,000
INTERCEPT PHARMACEUTICALS INC COM 45845P108 2,426 17,000 SH   DFND 1,2 17,000 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 172 672 SH   DFND 4,5,9,10 672 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 205 800 SH   DFND 4,6 800 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 447 1,748 SH   DFND 4,5,9,10 1,748 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 3,456 13,504 SH   DFND 4,5 13,504 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 22,559 88,133 SH   DFND 4,5 88,133 0 0
INTERDIGITAL INC COM 45867G101 19 335 SH   DFND 4,5 335 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 12 81 SH   DFND   81 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 228 1,500 SH   DFND 4,5 1,500 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 304 2,000 SH   DFND 4,8 2,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 529 3,488 SH   DFND 4,8 3,488 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 684 4,507 SH   DFND   4,507 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,180 7,776 SH   DFND   7,776 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,803 11,880 SH   DFND 4,5 11,880 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 5,401 35,587 SH   DFND 4,5,9,10 35,587 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 7,319 48,220 SH   DFND 4,6 48,220 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 8,527 56,183 SH   DFND 4,6 56,183 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 13,886 91,486 SH   DFND 4,5 91,486 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 18,036 118,828 SH   DFND 4,5 118,828 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 56,776 374,069 SH   DFND 4,5,9,10 374,069 0 0
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 1 9 SH   DFND 4,5,9,10 9 0 0
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 72 575 SH   DFND 4,5,9,10 575 0 0
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 569 4,510 SH   DFND 4,6 4,510 0 0
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 1,250 9,914 SH   DFND 4,5 9,914 0 0
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 1,450 11,500 SH   DFND 4,5 11,500 0 0
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 3,826 30,352 SH   DFND 4,5 30,352 0 0
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 4,929 39,100 SH   DFND 4,6 39,100 0 0
INTL PAPER CO COM 460146103 61 1,430 SH   DFND 4,8 1,430 0 0
INTL PAPER CO COM 460146103 64 1,500 SH   DFND 4,5,9,10 1,500 0 0
INTL PAPER CO COM 460146103 241 5,676 SH   DFND 4,5,9,10 5,676 0 0
INTL PAPER CO COM 460146103 716 16,900 SH   DFND 4,6 16,900 0 0
INTL PAPER CO COM 460146103 1,465 34,566 SH   DFND 4,5 34,566 0 0
INTL PAPER CO COM 460146103 2,378 56,105 SH   DFND 4,5 56,105 0 0
INTERPUBLIC GROUP COS INC COM 460690100 75 3,231 SH   DFND 4,5,9,10 3,231 0 0
INTERPUBLIC GROUP COS INC COM 460690100 201 8,700 SH   DFND 4,5,9,10 8,700 0 0
INTERPUBLIC GROUP COS INC COM 460690100 282 12,200 SH   DFND 4,8 12,200 0 0
INTERPUBLIC GROUP COS INC COM 460690100 584 25,300 SH   DFND 4,6 25,300 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,804 121,388 SH   DFND 4,5 121,388 0 0
INTERPUBLIC GROUP COS INC COM 460690100 5,590 241,970 SH   DFND 4,5 241,970 0 0
INTERPUBLIC GROUP COS INC COM 460690100 6,273 271,543 SH   DFND 4,6 271,543 0 0
INTEROIL CORP COM 460951106 732 16,277 SH   DFND 4,5,7 16,277 0 0
INTEROIL CORP COM 460951106 1,224 27,203 SH   DFND 4,5,7 27,203 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 0 1 SH   DFND   1 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 1 73 SH   DFND 4,5,9,10 73 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 1,307 82,189 SH   DFND 4,6 82,189 0 0
INTUIT COM 461202103 95 852 SH   DFND 4,8 852 0 0
INTUIT COM 461202103 201 1,800 SH   DFND 4,6 1,800 0 0
INTUIT COM 461202103 201 1,800 SH   DFND 4,5 1,800 0 0
INTUIT COM 461202103 1,741 15,597 SH   DFND 4,5 15,597 0 0
INTUIT COM 461202103 3,365 30,150 SH   DFND 4,5 30,150 0 0
INTUIT COM 461202103 3,400 30,466 SH   DFND 4,5,9,10 30,466 0 0
INTUIT COM 461202103 41,869 375,139 SH   DFND 4,5,9,10 375,139 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 132 200 SH   DFND 4,5,9,10 200 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 353 534 SH   DFND 4,5,9,10 534 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 463 700 SH   DFND 4,5 700 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,257 1,900 SH   DFND 4,6 1,900 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,461 2,209 SH   DFND 4,5 2,209 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,525 3,817 SH   DFND 4,5 3,817 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 4,564 6,900 SH   DFND 1,2 6,900 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 31,946 48,300 SH   DFND 1,2 48,300 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 19 2,875 SH   DFND 4,5 2,875 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 43 6,600 SH   DFND 4,5,9,10 6,600 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 243 37,500 SH   DFND 4,5 37,500 0 0
IONIS PHARMACEUTICALS INC COM 462222100 47 2,000 SH   DFND 4,6 2,000 0 0
IONIS PHARMACEUTICALS INC COM 462222100 61 2,600 SH   DFND 4,6 2,600 0 0
IONIS PHARMACEUTICALS INC COM 462222100 127 5,445 SH   DFND 4,5 5,445 0 0
IONIS PHARMACEUTICALS INC COM 462222100 235 10,106 SH   DFND 4,5 10,106 0 0
IROBOT CORP COM 462726100 53 1,500 SH   DFND 4,5 1,500 0 0
IRON MTN INC NEW COM 46284V101 556 13,962 SH   DFND 4,5,9,10 13,962 0 0
IRON MTN INC NEW COM 46284V101 1,180 29,629 SH   DFND 4,5 29,629 0 0
IRON MTN INC NEW COM 46284V101 4,299 107,922 SH   DFND 4,5 107,922 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 282 8,250 SH   DFND 1 8,250 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 230 2,000 SH   DFND 1 2,000 0 0
ISIS PHARMACEUTICALS INC DEL SR CONV NT 1%21 464337AJ3 1,494 2,113,000 PRN   DFND 4,5,7 0 0 2,113,000
ISHARES TR HDG MSCI EAFE 46434V803 2,158 90,000 SH   DFND 1 90,000 0 0
ISHARES TR HDG MSCI JAPAN 46434V886 444 19,000 SH   DFND 1 19,000 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 80 8,470 SH   DFND 1 8,470 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 8,882 940,840 SH   DFND 4,5 940,840 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 21,649 2,293,310 SH   DFND 4,5 2,293,310 0 0
JPMORGAN CHASE & CO COM 46625H100 128 2,060 SH   DFND 1,2 2,060 0 0
JPMORGAN CHASE & CO COM 46625H100 129 2,083 SH   DFND 4,8 2,083 0 0
JPMORGAN CHASE & CO COM 46625H100 224 3,611 SH   DFND   3,611 0 0
JPMORGAN CHASE & CO COM 46625H100 255 4,100 SH   DFND 4,5 4,100 0 0
JPMORGAN CHASE & CO COM 46625H100 323 5,200 SH   DFND 4,5 5,200 0 0
JPMORGAN CHASE & CO COM 46625H100 1,009 16,235 SH   DFND 1,3 16,235 0 0
JPMORGAN CHASE & CO COM 46625H100 1,621 26,080 SH   DFND 4,8 26,080 0 0
JPMORGAN CHASE & CO COM 46625H100 1,754 28,230 SH   DFND   28,230 0 0
JPMORGAN CHASE & CO COM 46625H100 2,156 34,700 SH   DFND 4,5 34,700 0 0
JPMORGAN CHASE & CO COM 46625H100 2,703 43,500 SH   DFND 4,5 43,500 0 0
JPMORGAN CHASE & CO COM 46625H100 6,448 103,772 SH   DFND 4,5 103,772 0 0
JPMORGAN CHASE & CO COM 46625H100 7,241 116,520 SH   DFND 4,5,9,10 116,520 0 0
JPMORGAN CHASE & CO COM 46625H100 8,313 133,782 SH   DFND 1,2 133,782 0 0
JPMORGAN CHASE & CO COM 46625H100 12,055 194,000 SH   DFND 4,6 194,000 0 0
JPMORGAN CHASE & CO COM 46625H100 14,975 240,980 SH   DFND 4,5 240,980 0 0
JPMORGAN CHASE & CO COM 46625H100 15,174 244,192 SH   DFND 4,6 244,192 0 0
JPMORGAN CHASE & CO COM 46625H100 16,206 260,797 SH   DFND 4,5 260,797 0 0
JPMORGAN CHASE & CO COM 46625H100 50,775 817,110 SH   DFND 4,5,9,10 817,110 0 0
JPMORGAN CHASE & CO COM 46625H100 56,739 913,080 SH   DFND 1,2 913,080 0 0
JPMORGAN CHASE & CO COM 46625H100 60,609 975,355 SH   DFND 4,5 975,355 0 0
JABIL CIRCUIT INC COM 466313103 1,054 57,041 SH   DFND 4,5 57,041 0 0
JACK IN THE BOX INC COM 466367109 448 5,211 SH   DFND 4,5 5,211 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 40 800 SH   DFND 4,5,9,10 800 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 160 3,204 SH   DFND 4,5,9,10 3,204 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 820 16,462 SH   DFND 4,5 16,462 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 3,037 60,981 SH   DFND 4,5 60,981 0 0
JANUS CAP GROUP INC COM 47102X105 778 55,909 SH   DFND 4,5 55,909 0 0
JASON INDS INC COM 471172106 498 137,844 SH   DFND 4,5,7 137,844 0 0
JAZZ INVESTMENTS I LTD SR EXCH NT 21 472145AB7 376 351,000 PRN   DFND 4,5 0 0 351,000
JAZZ INVESTMENTS I LTD SR EXCH NT 21 472145AB7 438 409,000 PRN   DFND 4,5,7 0 0 409,000
JD COM INC SPON ADR CL A 47215P106 21 1,000 SH   DFND 1,3 1,000 0 0
JD COM INC SPON ADR CL A 47215P106 64 3,000 SH   DFND 1,2 3,000 0 0
JD COM INC SPON ADR CL A 47215P106 86 4,065 SH   DFND 1,2 4,065 0 0
JD COM INC SPON ADR CL A 47215P106 416 19,606 SH   DFND 4,5,7 19,606 0 0
JETBLUE AIRWAYS CORP COM 477143101 524 31,638 SH   DFND 4,5 31,638 0 0
JOHNSON & JOHNSON COM 478160104 73 600 SH   DFND 1,2 600 0 0
JOHNSON & JOHNSON COM 478160104 91 750 SH   DFND 1 750 0 0
JOHNSON & JOHNSON COM 478160104 364 3,000 SH   DFND 4,5 3,000 0 0
JOHNSON & JOHNSON COM 478160104 437 3,600 SH   DFND 4,5 3,600 0 0
JOHNSON & JOHNSON COM 478160104 534 4,404 SH   DFND 1,3 4,404 0 0
JOHNSON & JOHNSON COM 478160104 558 4,600 SH   DFND 4,8 4,600 0 0
JOHNSON & JOHNSON COM 478160104 651 5,366 SH   DFND 4,8 5,366 0 0
JOHNSON & JOHNSON COM 478160104 1,317 10,860 SH   DFND 1,2 10,860 0 0
JOHNSON & JOHNSON COM 478160104 1,686 13,900 SH   DFND 4,5 13,900 0 0
JOHNSON & JOHNSON COM 478160104 2,832 23,348 SH   DFND 4,5 23,348 0 0
JOHNSON & JOHNSON COM 478160104 3,930 32,400 SH   DFND 4,5 32,400 0 0
JOHNSON & JOHNSON COM 478160104 11,071 91,268 SH   DFND 4,5,9,10 91,268 0 0
JOHNSON & JOHNSON COM 478160104 19,267 158,835 SH   DFND 4,6 158,835 0 0
JOHNSON & JOHNSON COM 478160104 33,872 279,245 SH   DFND 4,6 279,245 0 0
JOHNSON & JOHNSON COM 478160104 33,916 279,604 SH   DFND 4,5 279,604 0 0
JOHNSON & JOHNSON COM 478160104 86,939 716,723 SH   DFND 4,5 716,723 0 0
JOHNSON & JOHNSON COM 478160104 96,332 794,160 SH   DFND 4,5,9,10 794,160 0 0
JOHNSON CTLS INC COM 478366107 181 4,100 SH   DFND 4,5,9,10 4,100 0 0
JOHNSON CTLS INC COM 478366107 302 6,829 SH   DFND 4,5 6,829 0 0
JOHNSON CTLS INC COM 478366107 304 6,860 SH   DFND 4,6 6,860 0 0
JOHNSON CTLS INC COM 478366107 382 8,620 SH   DFND 4,5 8,620 0 0
JOHNSON CTLS INC COM 478366107 440 9,944 SH   DFND 4,5,9,10 9,944 0 0
JOHNSON CTLS INC COM 478366107 2,132 48,172 SH   DFND 4,5 48,172 0 0
JOHNSON CTLS INC COM 478366107 3,211 72,550 SH   DFND 4,6 72,550 0 0
JOHNSON CTLS INC COM 478366107 7,024 158,697 SH   DFND 4,5 158,697 0 0
JONES LANG LASALLE INC COM 48020Q107 62 640 SH   DFND 4,5,9,10 640 0 0
JONES LANG LASALLE INC COM 48020Q107 230 2,361 SH   DFND 4,5 2,361 0 0
JONES LANG LASALLE INC COM 48020Q107 602 6,180 SH   DFND 4,5 6,180 0 0
JONES LANG LASALLE INC COM 48020Q107 903 9,271 SH   DFND 4,5 9,271 0 0
JUNIPER NETWORKS INC COM 48203R104 42 1,873 SH   DFND 4,8 1,873 0 0
JUNIPER NETWORKS INC COM 48203R104 88 3,900 SH   DFND 4,5 3,900 0 0
JUNIPER NETWORKS INC COM 48203R104 142 6,300 SH   DFND 4,6 6,300 0 0
JUNIPER NETWORKS INC COM 48203R104 480 21,321 SH   DFND 4,5 21,321 0 0
JUNIPER NETWORKS INC COM 48203R104 612 27,218 SH   DFND 4,5,7 27,218 0 0
JUNIPER NETWORKS INC COM 48203R104 1,505 66,924 SH   DFND 4,5,9,10 66,924 0 0
JUNIPER NETWORKS INC COM 48203R104 1,545 68,676 SH   DFND 4,5 68,676 0 0
JUNIPER NETWORKS INC COM 48203R104 10,257 456,050 SH   DFND 4,5,9,10 456,050 0 0
JUST ENERGY GROUP INC COM 48213W101 195 32,100 SH   DFND 4,5,9,10 32,100 0 0
KLA-TENCOR CORP COM 482480100 22 300 SH   DFND 4,5,9,10 300 0 0
KLA-TENCOR CORP COM 482480100 82 1,124 SH   DFND 4,5,9,10 1,124 0 0
KLA-TENCOR CORP COM 482480100 453 6,188 SH   DFND 4,5 6,188 0 0
KLA-TENCOR CORP COM 482480100 2,067 28,225 SH   DFND 4,5 28,225 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 27 300 SH   DFND 4,5,9,10 300 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 45 500 SH   DFND 4,5,9,10 500 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 475 5,268 SH   DFND   5,268 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 656 7,277 SH   DFND 4,5 7,277 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 4,582 50,863 SH   DFND 4,5 50,863 0 0
KATE SPADE & CO COM 485865109 169 8,217 SH   DFND 4,5 8,217 0 0
KB HOME COM 48666K109 207 13,628 SH   DFND 4,5 13,628 0 0
KELLOGG CO COM 487836108 9 113 SH   DFND 4,8 113 0 0
KELLOGG CO COM 487836108 122 1,500 SH   DFND 4,5,9,10 1,500 0 0
KELLOGG CO COM 487836108 129 1,575 SH   DFND 4,5,9,10 1,575 0 0
KELLOGG CO COM 487836108 361 4,424 SH   DFND 4,5 4,424 0 0
KELLOGG CO COM 487836108 367 4,490 SH   DFND 4,6 4,490 0 0
KELLOGG CO COM 487836108 2,025 24,800 SH   DFND 4,6 24,800 0 0
KELLOGG CO COM 487836108 2,600 31,843 SH   DFND 4,5 31,843 0 0
KELLOGG CO COM 487836108 8,204 100,481 SH   DFND 4,5 100,481 0 0
KENNAMETAL INC COM 489170100 157 7,088 SH   DFND 4,5 7,088 0 0
KEYCORP NEW COM 493267108 34 3,092 SH   DFND 4,8 3,092 0 0
KEYCORP NEW COM 493267108 76 6,900 SH   DFND 4,5 6,900 0 0
KEYCORP NEW COM 493267108 107 9,700 SH   DFND 4,8 9,700 0 0
KEYCORP NEW COM 493267108 117 10,600 SH   DFND 4,6 10,600 0 0
KEYCORP NEW COM 493267108 157 14,163 SH   DFND   14,163 0 0
KEYCORP NEW COM 493267108 271 24,500 SH   DFND 4,6 24,500 0 0
KEYCORP NEW COM 493267108 347 31,420 SH   DFND   31,420 0 0
KEYCORP NEW COM 493267108 1,182 106,983 SH   DFND 4,5 106,983 0 0
KEYCORP NEW COM 493267108 1,311 118,683 SH   DFND 4,5,9,10 118,683 0 0
KEYCORP NEW COM 493267108 1,577 142,707 SH   DFND 4,5 142,707 0 0
KEYCORP NEW COM 493267108 17,465 1,580,500 SH   DFND 4,5,9,10 1,580,500 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 187 6,433 SH   DFND 4,5 6,433 0 0
KILROY RLTY CORP COM 49427F108 261 3,944 SH   DFND 4,5 3,944 0 0
KILROY RLTY CORP COM 49427F108 338 5,100 SH   DFND 4,5,9,10 5,100 0 0
KILROY RLTY CORP COM 49427F108 1,554 23,446 SH   DFND 4,5 23,446 0 0
KIMBERLY CLARK CORP COM 494368103 220 1,600 SH   DFND 4,5 1,600 0 0
KIMBERLY CLARK CORP COM 494368103 302 2,200 SH   DFND 4,8 2,200 0 0
KIMBERLY CLARK CORP COM 494368103 1,002 7,290 SH   DFND 4,6 7,290 0 0
KIMBERLY CLARK CORP COM 494368103 1,031 7,499 SH   DFND 4,8 7,499 0 0
KIMBERLY CLARK CORP COM 494368103 1,193 8,679 SH   DFND 4,5 8,679 0 0
KIMBERLY CLARK CORP COM 494368103 1,375 10,000 SH   DFND 4,5 10,000 0 0
KIMBERLY CLARK CORP COM 494368103 3,162 23,000 SH   DFND 4,6 23,000 0 0
KIMBERLY CLARK CORP COM 494368103 4,538 33,011 SH   DFND 4,5,9,10 33,011 0 0
KIMBERLY CLARK CORP COM 494368103 20,605 149,878 SH   DFND 4,5 149,878 0 0
KIMBERLY CLARK CORP COM 494368103 23,137 168,290 SH   DFND 4,5 168,290 0 0
KIMBERLY CLARK CORP COM 494368103 54,923 399,500 SH   DFND 4,5,9,10 399,500 0 0
KIMCO RLTY CORP COM 49446R109 129 4,099 SH   DFND 4,5,9,10 4,099 0 0
KIMCO RLTY CORP COM 49446R109 201 6,400 SH   DFND 4,6 6,400 0 0
KIMCO RLTY CORP COM 49446R109 563 17,949 SH   DFND 4,5 17,949 0 0
KIMCO RLTY CORP COM 49446R109 847 27,000 SH   DFND 4,5,9,10 27,000 0 0
KIMCO RLTY CORP COM 49446R109 2,125 67,718 SH   DFND 4,5 67,718 0 0
KIMCO RLTY CORP COM 49446R109 4,043 128,854 SH   DFND 4,5 128,854 0 0
KINDER MORGAN INC DEL COM 49456B101 24 1,281 SH   DFND 4,8 1,281 0 0
KINDER MORGAN INC DEL COM 49456B101 48 2,548 SH   DFND 4,5 2,548 0 0
KINDER MORGAN INC DEL COM 49456B101 1,181 63,094 SH   DFND 4,5,9,10 63,094 0 0
KINDER MORGAN INC DEL COM 49456B101 1,498 80,000 SH   DFND 4,6 80,000 0 0
KINDER MORGAN INC DEL COM 49456B101 1,672 89,329 SH   DFND 4,5 89,329 0 0
KINDER MORGAN INC DEL COM 49456B101 2,239 119,600 SH   DFND 4,6 119,600 0 0
KINDER MORGAN INC DEL COM 49456B101 2,517 134,461 SH   DFND 4,5 134,461 0 0
KINDER MORGAN INC DEL COM 49456B101 30,644 1,636,939 SH   DFND 4,5,9,10 1,636,939 0 0
KINDRED HEALTHCARE INC COM 494580103 30 2,665 SH   DFND 4,8 2,665 0 0
KINDRED HEALTHCARE INC COM 494580103 60 5,300 SH   DFND 4,5 5,300 0 0
KINDRED HEALTHCARE INC COM 494580103 1,004 88,900 SH   DFND 4,5,9,10 88,900 0 0
KINDRED HEALTHCARE INC COM 494580103 8,679 768,710 SH   DFND 4,5,9,10 768,710 0 0
KINROSS GOLD CORP COM NO PAR 496902404 121 24,720 SH   DFND 4,8 24,720 0 0
KINROSS GOLD CORP COM NO PAR 496902404 163 33,243 SH   DFND 4,5 33,243 0 0
KINROSS GOLD CORP COM NO PAR 496902404 562 114,970 SH   DFND 4,5 114,970 0 0
KINROSS GOLD CORP COM NO PAR 496902404 2,703 552,815 SH   DFND 4,6 552,815 0 0
KIRBY CORP COM 497266106 281 4,497 SH   DFND 4,5 4,497 0 0
KITE RLTY GROUP TR COM NEW 49803T300 98 3,512 SH   DFND 4,5 3,512 0 0
KITE RLTY GROUP TR COM NEW 49803T300 128 4,575 SH   DFND 4,5,9,10 4,575 0 0
KITE RLTY GROUP TR COM NEW 49803T300 695 24,800 SH   DFND 4,5 24,800 0 0
KNOWLES CORP COM 49926D109 118 8,600 SH   DFND 4,5 8,600 0 0
KOHLS CORP COM 500255104 19 500 SH   DFND 4,5,9,10 500 0 0
KOHLS CORP COM 500255104 51 1,347 SH   DFND 4,8 1,347 0 0
KOHLS CORP COM 500255104 129 3,406 SH   DFND 4,5,9,10 3,406 0 0
KOHLS CORP COM 500255104 380 10,022 SH   DFND 4,5 10,022 0 0
KOHLS CORP COM 500255104 1,439 37,955 SH   DFND 4,5 37,955 0 0
KRAFT HEINZ CO COM 500754106 16 179 SH   DFND 4,8 179 0 0
KRAFT HEINZ CO COM 500754106 301 3,399 SH   DFND 4,5,9,10 3,399 0 0
KRAFT HEINZ CO COM 500754106 436 4,922 SH   DFND 4,5,7 4,922 0 0
KRAFT HEINZ CO COM 500754106 547 6,185 SH   DFND 4,5,9,10 6,185 0 0
KRAFT HEINZ CO COM 500754106 593 6,700 SH   DFND 4,6 6,700 0 0
KRAFT HEINZ CO COM 500754106 717 8,100 SH   DFND 4,5 8,100 0 0
KRAFT HEINZ CO COM 500754106 1,416 16,000 SH   DFND 4,5 16,000 0 0
KRAFT HEINZ CO COM 500754106 3,525 39,838 SH   DFND 4,6 39,838 0 0
KRAFT HEINZ CO COM 500754106 11,851 133,940 SH   DFND 4,5 133,940 0 0
KRAFT HEINZ CO COM 500754106 20,655 233,441 SH   DFND 4,5 233,441 0 0
KROGER CO COM 501044101 10 277 SH   DFND 1,3 277 0 0
KROGER CO COM 501044101 217 5,900 SH   DFND 4,5,9,10 5,900 0 0
KROGER CO COM 501044101 310 8,436 SH   DFND 4,5,9,10 8,436 0 0
KROGER CO COM 501044101 347 9,431 SH   DFND 4,8 9,431 0 0
KROGER CO COM 501044101 1,417 38,517 SH   DFND 1,2 38,517 0 0
KROGER CO COM 501044101 2,384 64,800 SH   DFND 4,6 64,800 0 0
KROGER CO COM 501044101 3,382 91,940 SH   DFND 4,5 91,940 0 0
KROGER CO COM 501044101 4,034 109,660 SH   DFND 4,6 109,660 0 0
KROGER CO COM 501044101 4,098 111,400 SH   DFND 4,5 111,400 0 0
KROGER CO COM 501044101 9,194 249,900 SH   DFND 1,2 249,900 0 0
KROGER CO COM 501044101 14,160 384,892 SH   DFND 4,5 384,892 0 0
KROGER CO COM 501044101 14,891 404,769 SH   DFND 4,5 404,769 0 0
L BRANDS INC COM 501797104 43 643 SH   DFND 4,8 643 0 0
L BRANDS INC COM 501797104 101 1,500 SH   DFND 4,5 1,500 0 0
L BRANDS INC COM 501797104 199 2,965 SH   DFND 4,5 2,965 0 0
L BRANDS INC COM 501797104 201 3,000 SH   DFND 4,8 3,000 0 0
L BRANDS INC COM 501797104 1,943 28,944 SH   DFND 4,5,9,10 28,944 0 0
L BRANDS INC COM 501797104 2,367 35,254 SH   DFND 4,5 35,254 0 0
L BRANDS INC COM 501797104 2,471 36,816 SH   DFND 4,5 36,816 0 0
L BRANDS INC COM 501797104 16,327 243,220 SH   DFND 4,5,9,10 243,220 0 0
LKQ CORP COM 501889208 51 1,600 SH   DFND 4,5,9,10 1,600 0 0
LKQ CORP COM 501889208 82 2,600 SH   DFND 4,5,9,10 2,600 0 0
LKQ CORP COM 501889208 648 20,454 SH   DFND 4,5 20,454 0 0
LKQ CORP COM 501889208 1,281 40,397 SH   DFND 4,5 40,397 0 0
LTC PPTYS INC COM 502175102 98 1,892 SH   DFND 4,5 1,892 0 0
LTC PPTYS INC COM 502175102 135 2,600 SH   DFND 4,5,9,10 2,600 0 0
LTC PPTYS INC COM 502175102 576 11,140 SH   DFND 4,5 11,140 0 0
LTC PPTYS INC COM 502175102 835 16,133 SH   DFND 1,3 16,133 0 0
LTC PPTYS INC COM 502175102 7,511 145,197 SH   DFND 1,2 145,197 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 23 156 SH   DFND 4,5,9,10 156 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 88 600 SH   DFND 4,5,9,10 600 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,466 9,994 SH   DFND 4,5 9,994 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 5,814 39,636 SH   DFND 4,5 39,636 0 0
LA QUINTA HLDGS INC COM 50420D108 289 25,352 SH   DFND 4,5 25,352 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 77 593 SH   DFND 4,5,9,10 593 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 78 600 SH   DFND 4,5,9,10 600 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 97 748 SH   DFND 4,8 748 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 221 1,700 SH   DFND 4,6 1,700 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 690 5,300 SH   DFND 4,5 5,300 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,100 8,442 SH   DFND 4,5 8,442 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,222 9,378 SH   DFND 1,3 9,378 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,433 11,000 SH   DFND 4,6 11,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,649 35,686 SH   DFND 4,5 35,686 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 9,379 72,000 SH   DFND 1,2 72,000 0 0
LAM RESEARCH CORP COM 512807108 59 700 SH   DFND 4,5 700 0 0
LAM RESEARCH CORP COM 512807108 124 1,479 SH   DFND 4,8 1,479 0 0
LAM RESEARCH CORP COM 512807108 387 4,600 SH   DFND 4,5 4,600 0 0
LAM RESEARCH CORP COM 512807108 589 7,001 SH   DFND 4,5 7,001 0 0
LAM RESEARCH CORP COM 512807108 1,157 13,769 SH   DFND 4,5,9,10 13,769 0 0
LAM RESEARCH CORP COM 512807108 1,862 22,153 SH   DFND 4,5 22,153 0 0
LAM RESEARCH CORP COM 512807108 13,765 163,750 SH   DFND 4,5,9,10 163,750 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 1,217 18,354 SH   DFND 4,5 18,354 0 0
LANCASTER COLONY CORP COM 513847103 186 1,456 SH   DFND 4,5 1,456 0 0
LAS VEGAS SANDS CORP COM 517834107 109 2,500 SH   DFND 4,5 2,500 0 0
LAS VEGAS SANDS CORP COM 517834107 123 2,825 SH   DFND 4,5,9,10 2,825 0 0
LAS VEGAS SANDS CORP COM 517834107 124 2,843 SH   DFND 4,5,9,10 2,843 0 0
LAS VEGAS SANDS CORP COM 517834107 695 15,990 SH   DFND 4,5 15,990 0 0
LAS VEGAS SANDS CORP COM 517834107 1,586 36,475 SH   DFND 4,5 36,475 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 114 4,825 SH   DFND 4,5 4,825 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 151 6,383 SH   DFND 4,5 6,383 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 163 6,900 SH   DFND 4,5,9,10 6,900 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 41 6,270 SH   DFND 1 6,270 0 0
LAUDER ESTEE COS INC CL A 518439104 97 1,066 SH   DFND 4,8 1,066 0 0
LAUDER ESTEE COS INC CL A 518439104 151 1,659 SH   DFND 4,5,9,10 1,659 0 0
LAUDER ESTEE COS INC CL A 518439104 280 3,076 SH   DFND 4,5,9,10 3,076 0 0
LAUDER ESTEE COS INC CL A 518439104 319 3,500 SH   DFND 4,6 3,500 0 0
LAUDER ESTEE COS INC CL A 518439104 364 4,000 SH   DFND   4,000 0 0
LAUDER ESTEE COS INC CL A 518439104 1,465 16,100 SH   DFND 4,5 16,100 0 0
LAUDER ESTEE COS INC CL A 518439104 2,741 30,110 SH   DFND 4,5 30,110 0 0
LAUDER ESTEE COS INC CL A 518439104 8,689 95,459 SH   DFND 4,5 95,459 0 0
LAUDER ESTEE COS INC CL A 518439104 10,385 114,100 SH   DFND 4,6 114,100 0 0
LEAR CORP COM NEW 521865204 92 900 SH   DFND 4,5,9,10 900 0 0
LEAR CORP COM NEW 521865204 92 900 SH   DFND 4,5,9,10 900 0 0
LEAR CORP COM NEW 521865204 163 1,600 SH   DFND 4,6 1,600 0 0
LEAR CORP COM NEW 521865204 839 8,244 SH   DFND 4,5 8,244 0 0
LEAR CORP COM NEW 521865204 1,333 13,100 SH   DFND 4,5 13,100 0 0
LEAR CORP COM NEW 521865204 3,311 32,537 SH   DFND 4,5 32,537 0 0
LEGGETT & PLATT INC COM 524660107 57 1,111 SH   DFND 4,5,9,10 1,111 0 0
LEGGETT & PLATT INC COM 524660107 85 1,654 SH   DFND 4,8 1,654 0 0
LEGGETT & PLATT INC COM 524660107 87 1,711 SH   DFND 4,5,9,10 1,711 0 0
LEGGETT & PLATT INC COM 524660107 358 7,008 SH   DFND 4,5 7,008 0 0
LEGGETT & PLATT INC COM 524660107 1,006 19,675 SH   DFND 4,5 19,675 0 0
LEGG MASON INC COM 524901105 28 955 SH   DFND 4,5 955 0 0
LEGG MASON INC COM 524901105 69 2,347 SH   DFND 4,5 2,347 0 0
LEIDOS HLDGS INC COM 525327102 564 11,779 SH   DFND 4,5 11,779 0 0
LENDINGTREE INC NEW COM 52603B107 256 2,900 SH   DFND 1,3 2,900 0 0
LENDINGTREE INC NEW COM 52603B107 287 3,250 SH   DFND 1,3 3,250 0 0
LENDINGTREE INC NEW COM 52603B107 2,305 26,100 SH   DFND 1,2 26,100 0 0
LENDINGTREE INC NEW COM 52603B107 2,584 29,250 SH   DFND 1,2 29,250 0 0
LENNAR CORP CL A 526057104 46 1,000 SH   DFND 4,5,9,10 1,000 0 0
LENNAR CORP CL A 526057104 429 9,316 SH   DFND 4,5 9,316 0 0
LENNAR CORP CL A 526057104 1,074 23,301 SH   DFND 4,5 23,301 0 0
LENNAR CORP CL A 526057104 2,771 60,100 SH   DFND 4,6 60,100 0 0
LENNAR CORP CL A 526057104 3,227 70,000 SH   DFND 4,6 70,000 0 0
LENNOX INTL INC COM 526107107 2,236 15,679 SH   DFND 4,5 15,679 0 0
LEUCADIA NATL CORP COM 527288104 23 1,300 SH   DFND 4,5,9,10 1,300 0 0
LEUCADIA NATL CORP COM 527288104 99 5,734 SH   DFND 4,5,9,10 5,734 0 0
LEUCADIA NATL CORP COM 527288104 272 15,693 SH   DFND 4,5 15,693 0 0
LEUCADIA NATL CORP COM 527288104 690 39,837 SH   DFND 4,5 39,837 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 0 4 SH   DFND 1,3 4 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 46 900 SH   DFND 4,5,9,10 900 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 232 4,500 SH   DFND 4,5,9,10 4,500 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 862 16,749 SH   DFND 4,5 16,749 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 3,794 73,680 SH   DFND 4,5,7 73,680 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 9,241 179,470 SH   DFND 4,5 179,470 0 0
LEXICON PHARMACEUTICALS INC SR CV NT 5.25%21 528872AB0 235 125,000 PRN   DFND 4,5,7 0 0 125,000
LEXINGTON REALTY TRUST COM 529043101 102 10,092 SH   DFND 4,5 10,092 0 0
LEXINGTON REALTY TRUST COM 529043101 165 16,275 SH   DFND 4,5,9,10 16,275 0 0
LEXINGTON REALTY TRUST COM 529043101 485 47,995 SH   DFND 4,5 47,995 0 0
LEXMARK INTL INC CL A 529771107 227 6,002 SH   DFND 4,5 6,002 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 12,460 207,671 SH   DFND 4,5,7 207,671 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 84 3,300 SH   DFND 4,5,9,10 3,300 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 174 6,854 SH   DFND 4,5,9,10 6,854 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 675 26,612 SH   DFND 4,5 26,612 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 2,672 105,322 SH   DFND 4,5 105,322 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 4 121 SH   DFND 4,8 121 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 9 241 SH   DFND 4,5 241 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 115 3,100 SH   DFND 4,5,9,10 3,100 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 2,465 66,488 SH   DFND 4,5,9,10 66,488 0 0
LIBERTY PPTY TR SH BEN INT 531172104 127 3,186 SH   DFND 4,5,9,10 3,186 0 0
LIBERTY PPTY TR SH BEN INT 531172104 251 6,320 SH   DFND 4,5 6,320 0 0
LIBERTY PPTY TR SH BEN INT 531172104 381 9,600 SH   DFND 4,5,9,10 9,600 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,276 32,113 SH   DFND 4,5 32,113 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,760 44,306 SH   DFND 4,5 44,306 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 22 700 SH   DFND 4,5,9,10 700 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 77 2,446 SH   DFND 4,5,9,10 2,446 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 147 4,700 SH   DFND 4,5 4,700 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 204 6,500 SH   DFND 4,6 6,500 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 276 8,787 SH   DFND 4,5 8,787 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 43 1,400 SH   DFND 4,5,9,10 1,400 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 128 4,144 SH   DFND 4,5 4,144 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 151 4,892 SH   DFND 4,5,9,10 4,892 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 525 17,000 SH   DFND 4,6 17,000 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 549 17,781 SH   DFND 4,5 17,781 0 0
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 10 650 SH   DFND 4,6 650 0 0
LIBERTY MEDIA CORP DELAWARE COM C MEDIA GRP 531229854 81 4,250 SH   DFND 4,6 4,250 0 0
LIBERTY MEDIA CORP DELAWARE COM A MEDIA GRP 531229870 31 1,625 SH   DFND 4,6 1,625 0 0
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 4 306 SH   DFND 4,6 306 0 0
LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 37 2,499 SH   DFND 4,6 2,499 0 0
LIBERTY MEDIA CORP DELAWARE SR CV NT1.375%23 531229AB8 251 253,000 PRN   DFND 4,5 0 0 253,000
LIFEPOINT HEALTH INC COM 53219L109 561 8,585 SH   DFND 4,5 8,585 0 0
LIGAND PHARMACEUTICALS INC SR CV NT 0.75%19 53220KAD0 2,790 1,673,000 PRN   DFND 4,5,7 0 0 1,673,000
LILLY ELI & CO COM 532457108 106 1,350 SH   DFND   1,350 0 0
LILLY ELI & CO COM 532457108 114 1,444 SH   DFND 4,8 1,444 0 0
LILLY ELI & CO COM 532457108 504 6,400 SH   DFND 4,5,9,10 6,400 0 0
LILLY ELI & CO COM 532457108 575 7,300 SH   DFND 4,6 7,300 0 0
LILLY ELI & CO COM 532457108 677 8,600 SH   DFND 4,5 8,600 0 0
LILLY ELI & CO COM 532457108 702 8,912 SH   DFND   8,912 0 0
LILLY ELI & CO COM 532457108 925 11,748 SH   DFND 4,5,9,10 11,748 0 0
LILLY ELI & CO COM 532457108 3,686 46,800 SH   DFND 4,5 46,800 0 0
LILLY ELI & CO COM 532457108 4,657 59,140 SH   DFND 4,6 59,140 0 0
LILLY ELI & CO COM 532457108 8,273 105,056 SH   DFND 4,5 105,056 0 0
LILLY ELI & CO COM 532457108 30,054 381,639 SH   DFND 4,5 381,639 0 0
LINCOLN NATL CORP IND COM 534187109 50 1,284 SH   DFND 1,3 1,284 0 0
LINCOLN NATL CORP IND COM 534187109 70 1,800 SH   DFND 4,5,9,10 1,800 0 0
LINCOLN NATL CORP IND COM 534187109 109 2,800 SH   DFND 4,5,9,10 2,800 0 0
LINCOLN NATL CORP IND COM 534187109 551 14,200 SH   DFND 4,5 14,200 0 0
LINCOLN NATL CORP IND COM 534187109 1,161 29,943 SH   DFND 4,5 29,943 0 0
LINCOLN NATL CORP IND COM 534187109 3,055 78,800 SH   DFND 4,6 78,800 0 0
LINCOLN NATL CORP IND COM 534187109 4,358 112,400 SH   DFND 4,6 112,400 0 0
LINCOLN NATL CORP IND COM 534187109 7,186 185,355 SH   DFND 4,5 185,355 0 0
LINEAR TECHNOLOGY CORP COM 535678106 4 86 SH   DFND 4,8 86 0 0
LINEAR TECHNOLOGY CORP COM 535678106 78 1,672 SH   DFND 4,5,9,10 1,672 0 0
LINEAR TECHNOLOGY CORP COM 535678106 126 2,711 SH   DFND 4,5,9,10 2,711 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1,148 24,671 SH   DFND 4,5 24,671 0 0
LINEAR TECHNOLOGY CORP COM 535678106 7,756 166,679 SH   DFND 4,5 166,679 0 0
LINKEDIN CORP COM CL A 53578A108 95 500 SH   DFND 4,5,9,10 500 0 0
LINKEDIN CORP COM CL A 53578A108 168 890 SH   DFND   890 0 0
LINKEDIN CORP COM CL A 53578A108 227 1,200 SH   DFND 4,5 1,200 0 0
LINKEDIN CORP COM CL A 53578A108 235 1,243 SH   DFND 4,5,7 1,243 0 0
LINKEDIN CORP COM CL A 53578A108 284 1,500 SH   DFND 4,5,9,10 1,500 0 0
LINKEDIN CORP COM CL A 53578A108 466 2,460 SH   DFND 4,8 2,460 0 0
LINKEDIN CORP COM CL A 53578A108 1,150 6,077 SH   DFND 4,5 6,077 0 0
LINKEDIN CORP COM CL A 53578A108 2,104 11,117 SH   DFND 4,5,7 11,117 0 0
LINKEDIN CORP COM CL A 53578A108 2,173 11,480 SH   DFND 4,5 11,480 0 0
LINKEDIN CORP COM CL A 53578A108 2,267 11,979 SH   DFND 1,3 11,979 0 0
LINKEDIN CORP COM CL A 53578A108 3,516 18,579 SH   DFND 4,5,7 18,579 0 0
LINKEDIN CORP SR CONV NT0.5%19 53578AAB4 3,843 3,894,000 PRN   DFND 4,5 0 0 3,894,000
LIONS GATE ENTMNT CORP COM NEW 535919203 159 7,875 SH   DFND 4,5,7 7,875 0 0
LOCKHEED MARTIN CORP COM 539830109 15 62 SH   DFND 1,2 62 0 0
LOCKHEED MARTIN CORP COM 539830109 100 402 SH   DFND 1,2 402 0 0
LOCKHEED MARTIN CORP COM 539830109 133 537 SH   DFND 1,2 537 0 0
LOCKHEED MARTIN CORP COM 539830109 422 1,700 SH   DFND 4,5,9,10 1,700 0 0
LOCKHEED MARTIN CORP COM 539830109 712 2,867 SH   DFND 4,5,9,10 2,867 0 0
LOCKHEED MARTIN CORP COM 539830109 4,602 18,542 SH   DFND 1,2 18,542 0 0
LOCKHEED MARTIN CORP COM 539830109 5,222 21,042 SH   DFND 4,5 21,042 0 0
LOCKHEED MARTIN CORP COM 539830109 30,053 121,100 SH   DFND 1,2 121,100 0 0
LOCKHEED MARTIN CORP COM 539830109 32,273 130,045 SH   DFND 4,5 130,045 0 0
LOEWS CORP COM 540424108 78 1,900 SH   DFND 4,5,9,10 1,900 0 0
LOEWS CORP COM 540424108 169 4,114 SH   DFND 4,5,9,10 4,114 0 0
LOEWS CORP COM 540424108 292 7,100 SH   DFND 4,6 7,100 0 0
LOEWS CORP COM 540424108 504 12,276 SH   DFND 4,5 12,276 0 0
LOEWS CORP COM 540424108 1,209 29,435 SH   DFND 4,5 29,435 0 0
LOWES COS INC COM 548661107 475 6,000 SH   DFND 4,5,9,10 6,000 0 0
LOWES COS INC COM 548661107 827 10,450 SH   DFND 4,6 10,450 0 0
LOWES COS INC COM 548661107 832 10,509 SH   DFND 4,5 10,509 0 0
LOWES COS INC COM 548661107 882 11,137 SH   DFND 4,5,9,10 11,137 0 0
LOWES COS INC COM 548661107 4,912 62,039 SH   DFND 4,6 62,039 0 0
LOWES COS INC COM 548661107 7,989 100,905 SH   DFND 4,5 100,905 0 0
LOWES COS INC COM 548661107 17,951 226,743 SH   DFND 4,5 226,743 0 0
LULULEMON ATHLETICA INC COM 550021109 52 707 SH   DFND 4,5,9,10 707 0 0
LULULEMON ATHLETICA INC COM 550021109 211 2,862 SH   DFND 4,5,9,10 2,862 0 0
LULULEMON ATHLETICA INC COM 550021109 468 6,333 SH   DFND 4,5 6,333 0 0
LULULEMON ATHLETICA INC COM 550021109 1,081 14,639 SH   DFND 4,5 14,639 0 0
M & T BK CORP COM 55261F104 83 700 SH   DFND 4,5,9,10 700 0 0
M & T BK CORP COM 55261F104 182 1,543 SH   DFND 4,5,9,10 1,543 0 0
M & T BK CORP COM 55261F104 1,701 14,384 SH   DFND 4,5 14,384 0 0
M & T BK CORP COM 55261F104 6,366 53,842 SH   DFND 4,5 53,842 0 0
MGM RESORTS INTERNATIONAL COM 552953101 50 2,200 SH   DFND 4,5,9,10 2,200 0 0
MGM RESORTS INTERNATIONAL COM 552953101 65 2,869 SH   DFND 4,5,9,10 2,869 0 0
MGM RESORTS INTERNATIONAL COM 552953101 704 31,105 SH   DFND 4,5 31,105 0 0
MGM RESORTS INTERNATIONAL COM 552953101 1,024 45,258 SH   DFND 4,5 45,258 0 0
MGM RESORTS INTERNATIONAL COM 552953101 3,571 157,782 SH   DFND 4,5,7 157,782 0 0
MGM RESORTS INTERNATIONAL COM 552953101 5,034 222,450 SH   DFND 4,5 222,450 0 0
MSC INDL DIRECT INC CL A 553530106 581 8,237 SH   DFND 4,5 8,237 0 0
MSCI INC COM 55354G100 321 4,168 SH   DFND 4,5 4,168 0 0
MSCI INC COM 55354G100 867 11,246 SH   DFND 4,5 11,246 0 0
MSCI INC COM 55354G100 1,550 20,100 SH   DFND 1,2 20,100 0 0
MSCI INC COM 55354G100 10,851 140,700 SH   DFND 1,2 140,700 0 0
MACERICH CO COM 554382101 48 559 SH   DFND 4,5,9,10 559 0 0
MACERICH CO COM 554382101 83 975 SH   DFND 4,8 975 0 0
MACERICH CO COM 554382101 545 6,379 SH   DFND 4,5 6,379 0 0
MACERICH CO COM 554382101 713 8,346 SH   DFND 4,5,9,10 8,346 0 0
MACERICH CO COM 554382101 1,764 20,653 SH   DFND 4,5 20,653 0 0
MACERICH CO COM 554382101 3,328 38,974 SH   DFND 4,5 38,974 0 0
MACK CALI RLTY CORP COM 554489104 103 3,806 SH   DFND 4,5 3,806 0 0
MACK CALI RLTY CORP COM 554489104 143 5,300 SH   DFND 4,5,9,10 5,300 0 0
MACK CALI RLTY CORP COM 554489104 577 21,374 SH   DFND 4,5 21,374 0 0
MACK CALI RLTY CORP COM 554489104 580 21,482 SH   DFND 4,5 21,482 0 0
MACYS INC COM 55616P104 20 600 SH   DFND 4,5 600 0 0
MACYS INC COM 55616P104 37 1,100 SH   DFND 1,3 1,100 0 0
MACYS INC COM 55616P104 50 1,500 SH   DFND 4,5,9,10 1,500 0 0
MACYS INC COM 55616P104 66 1,977 SH   DFND 4,8 1,977 0 0
MACYS INC COM 55616P104 94 2,800 SH   DFND 1,2 2,800 0 0
MACYS INC COM 55616P104 113 3,361 SH   DFND 4,5,7 3,361 0 0
MACYS INC COM 55616P104 133 3,961 SH   DFND 4,5,9,10 3,961 0 0
MACYS INC COM 55616P104 487 14,500 SH   DFND 4,5 14,500 0 0
MACYS INC COM 55616P104 695 20,666 SH   DFND 4,5 20,666 0 0
MACYS INC COM 55616P104 1,562 46,460 SH   DFND 4,5 46,460 0 0
MACYS INC COM 55616P104 1,727 51,373 SH   DFND 4,5 51,373 0 0
MACYS INC COM 55616P104 1,906 56,700 SH   DFND 4,6 56,700 0 0
MAG SILVER CORP COM 55903Q104 3,238 256,800 SH   DFND 4,6 256,800 0 0
MAGNA INTL INC COM 559222401 35 1,000 SH   DFND 4,5 1,000 0 0
MAGNA INTL INC COM 559222401 400 11,403 SH   DFND 4,8 11,403 0 0
MAGNA INTL INC COM 559222401 526 14,990 SH   DFND 4,5 14,990 0 0
MAGNA INTL INC COM 559222401 730 20,828 SH   DFND 4,5,9,10 20,828 0 0
MAGNA INTL INC COM 559222401 2,455 70,000 SH   DFND 4,6 70,000 0 0
MAGNA INTL INC COM 559222401 4,800 136,863 SH   DFND 4,5 136,863 0 0
MAGNA INTL INC COM 559222401 19,187 547,100 SH   DFND 4,5,9,10 547,100 0 0
MANHATTAN ASSOCS INC COM 562750109 363 5,657 SH   DFND 4,5 5,657 0 0
MANHATTAN ASSOCS INC COM 562750109 705 11,000 SH   DFND 1,3 11,000 0 0
MANHATTAN ASSOCS INC COM 562750109 6,349 99,000 SH   DFND 1,2 99,000 0 0
MANPOWERGROUP INC COM 56418H100 32 500 SH   DFND 4,5,9,10 500 0 0
MANPOWERGROUP INC COM 56418H100 57 879 SH   DFND 4,5,9,10 879 0 0
MANPOWERGROUP INC COM 56418H100 439 6,820 SH   DFND 4,5 6,820 0 0
MANPOWERGROUP INC COM 56418H100 495 7,686 SH   DFND 4,5 7,686 0 0
MANPOWERGROUP INC COM 56418H100 2,294 35,656 SH   DFND 4,5 35,656 0 0
MANULIFE FINL CORP COM 56501R106 105 7,700 SH   DFND 4,6 7,700 0 0
MANULIFE FINL CORP COM 56501R106 124 9,100 SH   DFND 4,5,9,10 9,100 0 0
MANULIFE FINL CORP COM 56501R106 149 10,895 SH   DFND 4,8 10,895 0 0
MANULIFE FINL CORP COM 56501R106 214 15,661 SH   DFND 4,5,9,10 15,661 0 0
MANULIFE FINL CORP COM 56501R106 2,438 178,311 SH   DFND 4,5 178,311 0 0
MANULIFE FINL CORP COM 56501R106 3,894 284,832 SH   DFND 4,5 284,832 0 0
MARATHON OIL CORP COM 565849106 14 905 SH   DFND 4,8 905 0 0
MARATHON OIL CORP COM 565849106 27 1,800 SH   DFND 4,5 1,800 0 0
MARATHON OIL CORP COM 565849106 647 43,132 SH   DFND 4,5,9,10 43,132 0 0
MARATHON OIL CORP COM 565849106 754 50,260 SH   DFND 4,5,9,10 50,260 0 0
MARATHON OIL CORP COM 565849106 1,072 71,390 SH   DFND 4,5 71,390 0 0
MARATHON OIL CORP COM 565849106 1,291 86,000 SH   DFND 4,8 86,000 0 0
MARATHON OIL CORP COM 565849106 6,857 456,800 SH   DFND 4,6 456,800 0 0
MARATHON OIL CORP COM 565849106 13,071 870,819 SH   DFND 4,5 870,819 0 0
MARATHON OIL CORP COM 565849106 21,045 1,402,044 SH   DFND 4,5 1,402,044 0 0
MARATHON PETE CORP COM 56585A102 91 2,400 SH   DFND 4,5 2,400 0 0
MARATHON PETE CORP COM 56585A102 115 3,030 SH   DFND 4,6 3,030 0 0
MARATHON PETE CORP COM 56585A102 163 4,300 SH   DFND 4,8 4,300 0 0
MARATHON PETE CORP COM 56585A102 319 8,398 SH   DFND 4,8 8,398 0 0
MARATHON PETE CORP COM 56585A102 1,162 30,600 SH   DFND 4,6 30,600 0 0
MARATHON PETE CORP COM 56585A102 1,812 47,732 SH   DFND 4,5,9,10 47,732 0 0
MARATHON PETE CORP COM 56585A102 2,234 58,852 SH   DFND 4,5,7 58,852 0 0
MARATHON PETE CORP COM 56585A102 2,464 64,920 SH   DFND 4,5,9,10 64,920 0 0
MARATHON PETE CORP COM 56585A102 3,335 87,847 SH   DFND 4,5 87,847 0 0
MARATHON PETE CORP COM 56585A102 9,203 242,438 SH   DFND 4,5 242,438 0 0
MARKEL CORP COM 570535104 76 80 SH   DFND 4,8 80 0 0
MARKEL CORP COM 570535104 95 100 SH   DFND 4,5,9,10 100 0 0
MARKEL CORP COM 570535104 191 200 SH   DFND 4,5,9,10 200 0 0
MARKEL CORP COM 570535104 544 571 SH   DFND 4,5 571 0 0
MARKEL CORP COM 570535104 1,952 2,049 SH   DFND 4,5 2,049 0 0
MARKETAXESS HLDGS INC COM 57060D108 389 2,673 SH   DFND 4,5 2,673 0 0
MARKETAXESS HLDGS INC COM 57060D108 989 6,800 SH   DFND 1,3 6,800 0 0
MARKETAXESS HLDGS INC COM 57060D108 8,898 61,200 SH   DFND 1,2 61,200 0 0
MARSH & MCLENNAN COS INC COM 571748102 230 3,360 SH   DFND 4,6 3,360 0 0
MARSH & MCLENNAN COS INC COM 571748102 240 3,509 SH   DFND 4,5,9,10 3,509 0 0
MARSH & MCLENNAN COS INC COM 571748102 411 6,000 SH   DFND 4,5 6,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 413 6,027 SH   DFND 4,5,9,10 6,027 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,890 27,600 SH   DFND 4,5 27,600 0 0
MARSH & MCLENNAN COS INC COM 571748102 3,085 45,064 SH   DFND 4,6 45,064 0 0
MARSH & MCLENNAN COS INC COM 571748102 5,588 81,628 SH   DFND 4,5 81,628 0 0
MARRIOTT INTL INC NEW CL A 571903202 129 1,935 SH   DFND 4,5,9,10 1,935 0 0
MARRIOTT INTL INC NEW CL A 571903202 181 2,720 SH   DFND 4,6 2,720 0 0
MARRIOTT INTL INC NEW CL A 571903202 641 9,652 SH   DFND 4,5 9,652 0 0
MARRIOTT INTL INC NEW CL A 571903202 706 10,618 SH   DFND 4,5 10,618 0 0
MARRIOTT INTL INC NEW CL A 571903202 9,637 145,000 SH   DFND 4,5,9,10 145,000 0 0
MARTIN MARIETTA MATLS INC COM 573284106 5 24 SH   DFND 4,8 24 0 0
MARTIN MARIETTA MATLS INC COM 573284106 38 200 SH   DFND 4,5,9,10 200 0 0
MARTIN MARIETTA MATLS INC COM 573284106 215 1,119 SH   DFND 4,5,9,10 1,119 0 0
MARTIN MARIETTA MATLS INC COM 573284106 278 1,450 SH   DFND   1,450 0 0
MARTIN MARIETTA MATLS INC COM 573284106 664 3,460 SH   DFND 4,5 3,460 0 0
MARTIN MARIETTA MATLS INC COM 573284106 1,144 5,958 SH   DFND 4,5 5,958 0 0
MASCO CORP COM 574599106 68 2,200 SH   DFND 4,5,9,10 2,200 0 0
MASCO CORP COM 574599106 123 3,977 SH   DFND 4,5,9,10 3,977 0 0
MASCO CORP COM 574599106 204 6,600 SH   DFND 4,8 6,600 0 0
MASCO CORP COM 574599106 325 10,500 SH   DFND 4,6 10,500 0 0
MASCO CORP COM 574599106 2,072 66,977 SH   DFND 4,5 66,977 0 0
MASCO CORP COM 574599106 6,056 195,738 SH   DFND 4,5 195,738 0 0
MASONITE INTL CORP NEW COM 575385109 392 5,931 SH   DFND 4,5,7 5,931 0 0
MASTEC INC COM 576323109 576 25,801 SH   DFND 1,3 25,801 0 0
MASTEC INC COM 576323109 5,072 227,250 SH   DFND 1,2 227,250 0 0
MASTERCARD INC CL A 57636Q104 30 345 SH   DFND 1,2 345 0 0
MASTERCARD INC CL A 57636Q104 97 1,102 SH   DFND 1,3 1,102 0 0
MASTERCARD INC CL A 57636Q104 308 3,500 SH   DFND 4,5 3,500 0 0
MASTERCARD INC CL A 57636Q104 381 4,330 SH   DFND 4,5 4,330 0 0
MASTERCARD INC CL A 57636Q104 643 7,300 SH   DFND 4,5,9,10 7,300 0 0
MASTERCARD INC CL A 57636Q104 1,009 11,460 SH   DFND 4,5,9,10 11,460 0 0
MASTERCARD INC CL A 57636Q104 3,765 42,760 SH   DFND 4,6 42,760 0 0
MASTERCARD INC CL A 57636Q104 6,208 70,500 SH   DFND 4,6 70,500 0 0
MASTERCARD INC CL A 57636Q104 6,667 75,705 SH   DFND 4,5 75,705 0 0
MASTERCARD INC CL A 57636Q104 7,497 85,136 SH   DFND 1,2 85,136 0 0
MASTERCARD INC CL A 57636Q104 15,017 170,534 SH   DFND 4,5 170,534 0 0
MASTERCARD INC CL A 57636Q104 50,816 577,059 SH   DFND 1,2 577,059 0 0
MATCH GROUP INC COM 57665R106 258 17,100 SH   DFND 1,3 17,100 0 0
MATCH GROUP INC COM 57665R106 2,320 153,900 SH   DFND 1,2 153,900 0 0
MATTEL INC COM 577081102 66 2,100 SH   DFND 4,5,9,10 2,100 0 0
MATTEL INC COM 577081102 116 3,721 SH   DFND 4,5,9,10 3,721 0 0
MATTEL INC COM 577081102 743 23,748 SH   DFND 4,5 23,748 0 0
MATTEL INC COM 577081102 1,716 54,843 SH   DFND 4,5 54,843 0 0
MATTHEWS INTL CORP CL A 577128101 818 14,700 SH   DFND 4,5 14,700 0 0
MATTHEWS INTL CORP CL A 577128101 1,419 25,500 SH   DFND 4,6 25,500 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 64 1,800 SH   DFND 4,5,9,10 1,800 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 78 2,178 SH   DFND 4,8 2,178 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 118 3,300 SH   DFND 4,5,9,10 3,300 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 120 3,350 SH   DFND   3,350 0 0
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MAXIM INTEGRATED PRODS INC COM 57772K101 552 15,456 SH   DFND 4,5 15,456 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 5,801 162,535 SH   DFND 4,5 162,535 0 0
MCCORMICK & CO INC COM NON VTG 579780206 86 802 SH   DFND 4,5,9,10 802 0 0
MCCORMICK & CO INC COM NON VTG 579780206 279 2,616 SH   DFND 4,5,9,10 2,616 0 0
MCCORMICK & CO INC COM NON VTG 579780206 359 3,370 SH   DFND 4,6 3,370 0 0
MCCORMICK & CO INC COM NON VTG 579780206 5,668 53,135 SH   DFND 4,5 53,135 0 0
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MCDONALDS CORP COM 580135101 142 1,182 SH   DFND 4,8 1,182 0 0
MCDONALDS CORP COM 580135101 229 1,900 SH   DFND 4,5 1,900 0 0
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MCDONALDS CORP COM 580135101 1,456 12,100 SH   DFND 4,5 12,100 0 0
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MCDONALDS CORP COM 580135101 4,486 37,275 SH   DFND 4,6 37,275 0 0
MCDONALDS CORP COM 580135101 5,202 43,224 SH   DFND 4,5,9,10 43,224 0 0
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MCDONALDS CORP COM 580135101 59,065 490,820 SH   DFND 4,5,9,10 490,820 0 0
MCKESSON CORP COM 58155Q103 12 65 SH   DFND 1,2 65 0 0
MCKESSON CORP COM 58155Q103 77 410 SH   DFND 1,2 410 0 0
MCKESSON CORP COM 58155Q103 121 647 SH   DFND 1,3 647 0 0
MCKESSON CORP COM 58155Q103 168 900 SH   DFND 4,5 900 0 0
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MCKESSON CORP COM 58155Q103 36,175 193,810 SH   DFND 4,5,9,10 193,810 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 103 1,140 SH   DFND   1,140 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 109 1,200 SH   DFND 4,5,9,10 1,200 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 149 1,640 SH   DFND   1,640 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 299 3,294 SH   DFND 4,5,9,10 3,294 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,842 20,300 SH   DFND 4,6 20,300 0 0
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MEDIA GEN INC NEW COM 58441K100 858 49,889 SH   DFND 4,5,7 49,889 0 0
MEDIA GEN INC NEW COM 58441K100 1,433 83,375 SH   DFND 4,5,7 83,375 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 155 10,173 SH   DFND 4,5 10,173 0 0
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MEDICINES CO SR GLBL CV NT 22 584688AE5 236 200,000 PRN   DFND 4,5,7 0 0 200,000
MEDICINES CO SR GLBL CV NT 22 584688AE5 2,112 1,793,000 PRN   DFND 4,5,7 0 0 1,793,000
MEDIVATION INC COM 58501N101 12 200 SH   DFND 4,5,9,10 200 0 0
MEDIVATION INC COM 58501N101 48 800 SH   DFND 4,5,9,10 800 0 0
MEDIVATION INC COM 58501N101 412 6,833 SH   DFND 4,5 6,833 0 0
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MEDIVATION INC COM 58501N101 1,631 27,052 SH   DFND 4,5,7 27,052 0 0
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MEDNAX INC COM 58502B106 219 3,023 SH   DFND 4,5 3,023 0 0
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MELCO CROWN ENTMT LTD ADR 585464100 87 6,900 SH   DFND 4,5 6,900 0 0
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MELCO CROWN ENTMT LTD ADR 585464100 1,532 121,800 SH   DFND 4,5,9,10 121,800 0 0
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MERCADOLIBRE INC SR CV NT 2.25%19 58733RAB8 8,025 6,353,000 PRN   DFND 4,5,7 0 0 6,353,000
MERCK & CO INC COM 58933Y105 101 1,750 SH   DFND 1,2 1,750 0 0
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MERCK & CO INC COM 58933Y105 14,282 247,900 SH   DFND 4,6 247,900 0 0
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MERCK & CO INC COM 58933Y105 52,901 918,253 SH   DFND 4,5,9,10 918,253 0 0
MERCURY GENL CORP NEW COM 589400100 416 7,827 SH   DFND 4,5 7,827 0 0
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METTLER TOLEDO INTERNATIONAL COM 592688105 219 600 SH   DFND 4,5,9,10 600 0 0
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METTLER TOLEDO INTERNATIONAL COM 592688105 461 1,264 SH   DFND 4,5 1,264 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,390 3,808 SH   DFND 4,5 3,808 0 0
MICROSOFT CORP COM 594918104 66 1,290 SH   DFND 1,2 1,290 0 0
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MICROCHIP TECHNOLOGY INC COM 595017104 61 1,200 SH   DFND 4,5,9,10 1,200 0 0
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MICROCHIP TECHNOLOGY INC COM 595017104 1,005 19,807 SH   DFND 4,5 19,807 0 0
MICROCHIP TECHNOLOGY INC SR SB CONV NT 25 595017AD6 590 533,000 PRN   DFND 4,5 0 0 533,000
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MICRON TECHNOLOGY INC COM 595112103 8 585 SH   DFND 4,8 585 0 0
MICRON TECHNOLOGY INC COM 595112103 81 5,900 SH   DFND 4,5,9,10 5,900 0 0
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MICRON TECHNOLOGY INC COM 595112103 427 31,000 SH   DFND 4,5 31,000 0 0
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MICRON TECHNOLOGY INC SR CV NT1.625%33 595112AU7 406 289,000 PRN   DFND 4,5,7 0 0 289,000
MICRON TECHNOLOGY INC SR 2033F CV NT33 595112AV5 174 120,000 PRN   DFND 4,5 0 0 120,000
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MOLSON COORS BREWING CO CL B 60871R209 101 1,000 SH   DFND 4,5,9,10 1,000 0 0
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MONDELEZ INTL INC CL A 609207105 15 335 SH   DFND 4,8 335 0 0
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MOTOROLA SOLUTIONS INC COM NEW 620076307 776 11,762 SH   DFND 4,5 11,762 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,331 20,183 SH   DFND 4,5 20,183 0 0
MURPHY OIL CORP COM 626717102 35 1,100 SH   DFND 4,5,9,10 1,100 0 0
MURPHY OIL CORP COM 626717102 86 2,699 SH   DFND 4,8 2,699 0 0
MURPHY OIL CORP COM 626717102 297 9,357 SH   DFND 4,5 9,357 0 0
MURPHY OIL CORP COM 626717102 348 10,954 SH   DFND 4,5 10,954 0 0
MURPHY USA INC COM 626755102 460 6,198 SH   DFND 4,5 6,198 0 0
MYRIAD GENETICS INC COM 62855J104 584 19,100 SH   DFND   19,100 0 0
NCR CORP NEW COM 62886E108 167 6,027 SH   DFND 4,5 6,027 0 0
NRG ENERGY INC COM NEW 629377508 21 1,400 SH   DFND 4,5,9,10 1,400 0 0
NRG ENERGY INC COM NEW 629377508 65 4,303 SH   DFND 4,8 4,303 0 0
NRG ENERGY INC COM NEW 629377508 90 6,020 SH   DFND 4,5,9,10 6,020 0 0
NRG ENERGY INC COM NEW 629377508 257 17,161 SH   DFND 4,5 17,161 0 0
NRG ENERGY INC COM NEW 629377508 307 20,450 SH   DFND 4,5 20,450 0 0
NRG ENERGY INC COM NEW 629377508 937 62,500 SH   DFND 4,6 62,500 0 0
NVR INC COM 62944T105 130 73 SH   DFND 4,5 73 0 0
NVR INC COM 62944T105 481 270 SH   DFND 4,6 270 0 0
NXP SEMICONDUCTORS N V SR CONV BD 1%19 62952QAB6 100 92,000 PRN   DFND 4,5 0 0 92,000
NASDAQ INC COM 631103108 10 159 SH   DFND 4,8 159 0 0
NASDAQ INC COM 631103108 13 200 SH   DFND 1,2 200 0 0
NASDAQ INC COM 631103108 52 800 SH   DFND 4,5,9,10 800 0 0
NASDAQ INC COM 631103108 196 3,033 SH   DFND 4,5,9,10 3,033 0 0
NASDAQ INC COM 631103108 213 3,300 SH   DFND 1,3 3,300 0 0
NASDAQ INC COM 631103108 224 3,465 SH   DFND 4,5 3,465 0 0
NASDAQ INC COM 631103108 2,317 35,823 SH   DFND 4,5 35,823 0 0
NASDAQ INC COM 631103108 2,354 36,400 SH   DFND 1,2 36,400 0 0
NASDAQ INC COM 631103108 15,663 242,200 SH   DFND 1,2 242,200 0 0
NATIONAL GEN HLDGS CORP COM 636220303 835 39,000 SH   DFND 1,3 39,000 0 0
NATIONAL GEN HLDGS CORP COM 636220303 7,518 351,000 SH   DFND 1,2 351,000 0 0
NATIONAL HEALTH INVS INC COM 63633D104 113 1,511 SH   DFND 4,5 1,511 0 0
NATIONAL HEALTH INVS INC COM 63633D104 180 2,400 SH   DFND 4,5,9,10 2,400 0 0
NATIONAL HEALTH INVS INC COM 63633D104 691 9,200 SH   DFND 4,5 9,200 0 0
NATIONAL HEALTH INVS INC SR CV NT 3.25%21 63633DAE4 59 53,000 PRN   DFND 4,5,7 0 0 53,000
NATIONAL OILWELL VARCO INC COM 637071101 87 2,600 SH   DFND 4,5,9,10 2,600 0 0
NATIONAL OILWELL VARCO INC COM 637071101 166 4,944 SH   DFND 4,5,9,10 4,944 0 0
NATIONAL OILWELL VARCO INC COM 637071101 420 12,486 SH   DFND 4,5 12,486 0 0
NATIONAL OILWELL VARCO INC COM 637071101 627 18,634 SH   DFND 4,5 18,634 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,560 46,355 SH   DFND 4,5 46,355 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 319 6,160 SH   DFND 4,5 6,160 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 450 8,700 SH   DFND 4,5,9,10 8,700 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 1,936 37,426 SH   DFND 4,5 37,426 0 0
NATIONAL STORAGE AFFILIATES TR COM SHS BEN IN 637870106 23 1,100 SH   DFND 4,5,9,10 1,100 0 0
NATIONAL STORAGE AFFILIATES TR COM SHS BEN IN 637870106 134 6,430 SH   DFND 4,5 6,430 0 0
NAVIENT CORP COM 63938C108 37 3,100 SH   DFND 4,5,9,10 3,100 0 0
NAVIENT CORP COM 63938C108 156 13,048 SH   DFND 4,5,9,10 13,048 0 0
NAVIENT CORP COM 63938C108 287 23,993 SH   DFND 4,5 23,993 0 0
NAVIENT CORP COM 63938C108 402 33,669 SH   DFND 4,5,7 33,669 0 0
NAVIENT CORP COM 63938C108 601 50,257 SH   DFND 4,5 50,257 0 0
NEPTUNE TECHNOLOGIES BIORESOUR COM 64077P108 0 15 SH   DFND 1,3 15 0 0
NETAPP INC COM 64110D104 5 193 SH   DFND 4,8 193 0 0
NETAPP INC COM 64110D104 48 1,950 SH   DFND 4,5,9,10 1,950 0 0
NETAPP INC COM 64110D104 54 2,200 SH   DFND 4,5,9,10 2,200 0 0
NETAPP INC COM 64110D104 354 14,400 SH   DFND 4,5 14,400 0 0
NETAPP INC COM 64110D104 890 36,196 SH   DFND 4,5 36,196 0 0
NETAPP INC COM 64110D104 1,446 58,794 SH   DFND 4,5 58,794 0 0
NETAPP INC COM 64110D104 1,475 60,000 SH   DFND 4,5 60,000 0 0
NETAPP INC COM 64110D104 1,847 75,100 SH   DFND 4,6 75,100 0 0
NETAPP INC COM 64110D104 3,443 140,000 SH   DFND 4,6 140,000 0 0
NETFLIX INC COM 64110L106 146 1,600 SH   DFND 4,6 1,600 0 0
NETFLIX INC COM 64110L106 192 2,100 SH   DFND 4,5,9,10 2,100 0 0
NETFLIX INC COM 64110L106 494 5,399 SH   DFND 4,5,9,10 5,399 0 0
NETFLIX INC COM 64110L106 2,030 22,191 SH   DFND 4,5 22,191 0 0
NETFLIX INC COM 64110L106 4,702 51,400 SH   DFND 4,6 51,400 0 0
NETFLIX INC COM 64110L106 10,438 114,106 SH   DFND 4,5 114,106 0 0
NETEASE INC SPONSORED ADR 64110W102 2,415 12,500 SH   DFND 4,5,9,10 12,500 0 0
NETEASE INC SPONSORED ADR 64110W102 4,485 23,212 SH   DFND 1,3 23,212 0 0
NETEASE INC SPONSORED ADR 64110W102 8,502 44,000 SH   DFND 4,5 44,000 0 0
NETEASE INC SPONSORED ADR 64110W102 10,627 55,000 SH   DFND 4,6 55,000 0 0
NETEASE INC SPONSORED ADR 64110W102 12,076 62,500 SH   DFND 4,5 62,500 0 0
NETEASE INC SPONSORED ADR 64110W102 27,775 143,750 SH   DFND 4,5 143,750 0 0
NETEASE INC SPONSORED ADR 64110W102 31,398 162,500 SH   DFND 4,5 162,500 0 0
NETEASE INC SPONSORED ADR 64110W102 44,174 228,620 SH   DFND 1,2 228,620 0 0
NETEASE INC SPONSORED ADR 64110W102 81,152 420,000 SH   DFND 4,5 420,000 0 0
NETEASE INC SPONSORED ADR 64110W102 355,525 1,840,000 SH   DFND 4,5 1,840,000 0 0
NETSCOUT SYS INC COM 64115T104 207 9,286 SH   DFND 4,5 9,286 0 0
NETSCOUT SYS INC COM 64115T104 769 34,560 SH   DFND 4,6 34,560 0 0
NETSUITE INC COM 64118Q107 87 1,200 SH   DFND 4,5 1,200 0 0
NETSUITE INC COM 64118Q107 207 2,847 SH   DFND 4,5 2,847 0 0
NETSUITE INC SR CV NT 0.25%18 64118QAB3 205 209,000 PRN   DFND 4,5 0 0 209,000
NETSUITE INC SR CV NT 0.25%18 64118QAB3 217 222,000 PRN   DFND 4,5,7 0 0 222,000
NEUSTAR INC CL A 64126X201 308 13,120 SH   DFND 4,5 13,120 0 0
NEVRO CORP SR CV NT 1.75%21 64157FAA1 336 320,000 PRN   DFND 4,5,7 0 0 320,000
NEW GOLD INC CDA COM 644535106 4,006 914,581 SH   DFND 4,6 914,581 0 0
NEW GOLD INC CDA COM 644535106 6,338 1,447,120 SH   DFND 4,6 1,447,120 0 0
NEW ORIENTAL ED & TECH GRP INC SPON ADR 647581107 38 900 SH   DFND 4,6 900 0 0
NEW ORIENTAL ED & TECH GRP INC SPON ADR 647581107 390 9,322 SH   DFND 4,5 9,322 0 0
NEW ORIENTAL ED & TECH GRP INC SPON ADR 647581107 1,135 27,100 SH   DFND 4,5 27,100 0 0
NEW ORIENTAL ED & TECH GRP INC SPON ADR 647581107 4,640 110,800 SH   DFND 4,5 110,800 0 0
NEW ORIENTAL ED & TECH GRP INC SPON ADR 647581107 6,295 150,320 SH   DFND 4,5 150,320 0 0
NEW SR INVT GROUP INC COM 648691103 20 1,876 SH   DFND 4,5 1,876 0 0
NEW SR INVT GROUP INC COM 648691103 48 4,500 SH   DFND 4,5,9,10 4,500 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 59 3,968 SH   DFND 4,8 3,968 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 72 4,800 SH   DFND 4,5 4,800 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 353 23,538 SH   DFND 4,5 23,538 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,110 74,055 SH   DFND 4,5 74,055 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,409 94,000 SH   DFND 4,5,9,10 94,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 38,180 2,547,050 SH   DFND 4,5,9,10 2,547,050 0 0
NEW YORK REIT INC COM 64976L109 57 6,201 SH   DFND 4,5 6,201 0 0
NEW YORK REIT INC COM 64976L109 82 8,900 SH   DFND 4,5,9,10 8,900 0 0
NEW YORK REIT INC COM 64976L109 425 45,917 SH   DFND 4,5 45,917 0 0
NEWELL BRANDS INC COM 651229106 78 1,613 SH   DFND 4,8 1,613 0 0
NEWELL BRANDS INC COM 651229106 119 2,453 SH   DFND   2,453 0 0
NEWELL BRANDS INC COM 651229106 175 3,600 SH   DFND 4,5 3,600 0 0
NEWELL BRANDS INC COM 651229106 661 13,600 SH   DFND 4,6 13,600 0 0
NEWELL BRANDS INC COM 651229106 1,400 28,821 SH   DFND   28,821 0 0
NEWELL BRANDS INC COM 651229106 2,386 49,127 SH   DFND 4,5 49,127 0 0
NEWELL BRANDS INC COM 651229106 2,929 60,300 SH   DFND 4,5 60,300 0 0
NEWELL BRANDS INC COM 651229106 3,129 64,425 SH   DFND 4,5,9,10 64,425 0 0
NEWELL BRANDS INC COM 651229106 34,584 712,053 SH   DFND 4,5,9,10 712,053 0 0
NEWFIELD EXPL CO COM 651290108 106 2,400 SH   DFND 4,5,9,10 2,400 0 0
NEWFIELD EXPL CO COM 651290108 339 7,669 SH   DFND 4,5 7,669 0 0
NEWFIELD EXPL CO COM 651290108 3,486 78,910 SH   DFND 4,5 78,910 0 0
NEWMARKET CORP COM 651587107 479 1,156 SH   DFND 4,5 1,156 0 0
NEWMONT MINING CORP COM 651639106 55 1,400 SH   DFND 4,5 1,400 0 0
NEWMONT MINING CORP COM 651639106 55 1,400 SH   DFND 4,5 1,400 0 0
NEWMONT MINING CORP COM 651639106 63 1,600 SH   DFND 4,5 1,600 0 0
NEWMONT MINING CORP COM 651639106 501 12,814 SH   DFND 4,8 12,814 0 0
NEWMONT MINING CORP COM 651639106 1,295 33,093 SH   DFND 4,5,9,10 33,093 0 0
NEWMONT MINING CORP COM 651639106 1,865 47,678 SH   DFND 4,5 47,678 0 0
NEWMONT MINING CORP COM 651639106 2,269 58,000 SH   DFND 1,2 58,000 0 0
NEWMONT MINING CORP COM 651639106 11,198 286,260 SH   DFND 4,5 286,260 0 0
NEWMONT MINING CORP COM 651639106 15,883 406,000 SH   DFND 1,2 406,000 0 0
NEWMONT MINING CORP COM 651639106 27,153 694,100 SH   DFND 4,5,9,10 694,100 0 0
NEWMONT MINING CORP COM 651639106 38,618 987,176 SH   DFND 4,6 987,176 0 0
NEWMONT MINING CORP SR NT CV1.625%17 651639AJ5 2,389 2,135,000 PRN   DFND 4,5,7 0 0 2,135,000
NEWS CORP NEW CL A 65249B109 20 1,775 SH   DFND 4,5,9,10 1,775 0 0
NEWS CORP NEW CL A 65249B109 99 8,678 SH   DFND 4,5,9,10 8,678 0 0
NEWS CORP NEW CL A 65249B109 224 19,774 SH   DFND 4,5 19,774 0 0
NEWS CORP NEW CL A 65249B109 568 50,073 SH   DFND 4,5 50,073 0 0
NEWS CORP NEW CL A 65249B109 1,451 127,800 SH   DFND 4,5 127,800 0 0
NEXTERA ENERGY INC COM 65339F101 139 1,065 SH   DFND 4,8 1,065 0 0
NEXTERA ENERGY INC COM 65339F101 352 2,700 SH   DFND 4,5,9,10 2,700 0 0
NEXTERA ENERGY INC COM 65339F101 386 2,960 SH   DFND 4,6 2,960 0 0
NEXTERA ENERGY INC COM 65339F101 577 4,426 SH   DFND 4,5 4,426 0 0
NEXTERA ENERGY INC COM 65339F101 650 4,984 SH   DFND 4,5,9,10 4,984 0 0
NEXTERA ENERGY INC COM 65339F101 1,282 9,830 SH   DFND   9,830 0 0
NEXTERA ENERGY INC COM 65339F101 5,203 39,900 SH   DFND 4,6 39,900 0 0
NEXTERA ENERGY INC COM 65339F101 5,934 45,507 SH   DFND 4,5 45,507 0 0
NEXTERA ENERGY INC COM 65339F101 25,692 197,023 SH   DFND 4,5 197,023 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 22 1,200 SH   DFND 4,5,9,10 1,200 0 0
NICE LTD SPONSORED ADR 653656108 926 14,500 SH   DFND 1,3 14,500 0 0
NICE LTD SPONSORED ADR 653656108 8,332 130,500 SH   DFND 1,2 130,500 0 0
NIKE INC CL B 654106103 26 479 SH   DFND 4,8 479 0 0
NIKE INC CL B 654106103 75 1,366 SH   DFND 1,2 1,366 0 0
NIKE INC CL B 654106103 135 2,451 SH   DFND 1,3 2,451 0 0
NIKE INC CL B 654106103 420 7,600 SH   DFND 4,5 7,600 0 0
NIKE INC CL B 654106103 558 10,115 SH   DFND 4,5,9,10 10,115 0 0
NIKE INC CL B 654106103 904 16,376 SH   DFND 4,5,9,10 16,376 0 0
NIKE INC CL B 654106103 2,306 41,772 SH   DFND 1,2 41,772 0 0
NIKE INC CL B 654106103 3,018 54,680 SH   DFND 4,5 54,680 0 0
NIKE INC CL B 654106103 3,092 56,020 SH   DFND 4,6 56,020 0 0
NIKE INC CL B 654106103 3,294 59,671 SH   DFND 4,5 59,671 0 0
NIKE INC CL B 654106103 6,633 120,166 SH   DFND 4,5 120,166 0 0
NIKE INC CL B 654106103 15,379 278,600 SH   DFND 1,2 278,600 0 0
NIKE INC CL B 654106103 15,787 286,002 SH   DFND 4,5 286,002 0 0
NIKE INC CL B 654106103 30,066 544,678 SH   DFND 4,6 544,678 0 0
NIMBLE STORAGE INC COM 65440R101 2,097 263,484 SH   DFND 4,5,7 263,484 0 0
NISOURCE INC COM 65473P105 8 301 SH   DFND 4,8 301 0 0
NISOURCE INC COM 65473P105 16 600 SH   DFND 4,5 600 0 0
NISOURCE INC COM 65473P105 297 11,200 SH   DFND 4,5,9,10 11,200 0 0
NISOURCE INC COM 65473P105 395 14,890 SH   DFND 4,5 14,890 0 0
NISOURCE INC COM 65473P105 481 18,137 SH   DFND 4,5,9,10 18,137 0 0
NISOURCE INC COM 65473P105 1,745 65,794 SH   DFND 4,5 65,794 0 0
NISOURCE INC COM 65473P105 4,641 175,000 SH   DFND 4,6 175,000 0 0
NOBLE ENERGY INC COM 655044105 79 2,200 SH   DFND 4,5,9,10 2,200 0 0
NOBLE ENERGY INC COM 655044105 81 2,263 SH   DFND 4,8 2,263 0 0
NOBLE ENERGY INC COM 655044105 195 5,434 SH   DFND 4,5,9,10 5,434 0 0
NOBLE ENERGY INC COM 655044105 222 6,200 SH   DFND   6,200 0 0
NOBLE ENERGY INC COM 655044105 323 9,000 SH   DFND 4,6 9,000 0 0
NOBLE ENERGY INC COM 655044105 1,201 33,473 SH   DFND 4,5 33,473 0 0
NOBLE ENERGY INC COM 655044105 1,908 53,181 SH   DFND 4,5 53,181 0 0
NOBLE ENERGY INC COM 655044105 3,892 108,500 SH   DFND 4,6 108,500 0 0
NORDSON CORP COM 655663102 1,239 14,824 SH   DFND 4,5 14,824 0 0
NORDSTROM INC COM 655664100 43 1,123 SH   DFND 4,5,9,10 1,123 0 0
NORDSTROM INC COM 655664100 47 1,245 SH   DFND 4,8 1,245 0 0
NORDSTROM INC COM 655664100 97 2,556 SH   DFND 4,5,9,10 2,556 0 0
NORDSTROM INC COM 655664100 330 8,670 SH   DFND 4,5 8,670 0 0
NORDSTROM INC COM 655664100 539 14,156 SH   DFND 4,5 14,156 0 0
NORDSTROM INC COM 655664100 2,070 54,400 SH   DFND 4,6 54,400 0 0
NORFOLK SOUTHERN CORP COM 655844108 170 2,000 SH   DFND 4,5,9,10 2,000 0 0
NORFOLK SOUTHERN CORP COM 655844108 347 4,080 SH   DFND 4,6 4,080 0 0
NORFOLK SOUTHERN CORP COM 655844108 386 4,535 SH   DFND 4,5,9,10 4,535 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,743 20,470 SH   DFND 4,6 20,470 0 0
NORFOLK SOUTHERN CORP COM 655844108 4,915 57,737 SH   DFND 4,5 57,737 0 0
NORFOLK SOUTHERN CORP COM 655844108 11,810 138,726 SH   DFND 4,5 138,726 0 0
NORTEL INVERSORA S A SPON ADR PFD B 656567401 105 3,703 SH   DFND 4,5 3,703 0 0
NORTH AMERN ENERGY PARTNERS COM 656844107 722 255,860 SH   DFND 4,5,7 255,860 0 0
NORTHERN TR CORP COM 665859104 93 1,400 SH   DFND 4,5,9,10 1,400 0 0
NORTHERN TR CORP COM 665859104 125 1,879 SH   DFND 4,5,9,10 1,879 0 0
NORTHERN TR CORP COM 665859104 130 1,960 SH   DFND 4,6 1,960 0 0
NORTHERN TR CORP COM 665859104 358 5,400 SH   DFND 4,8 5,400 0 0
NORTHERN TR CORP COM 665859104 3,746 56,542 SH   DFND 4,5 56,542 0 0
NORTHERN TR CORP COM 665859104 10,602 160,007 SH   DFND 4,5 160,007 0 0
NORTHROP GRUMMAN CORP COM 666807102 19 87 SH   DFND 4,8 87 0 0
NORTHROP GRUMMAN CORP COM 666807102 73 330 SH   DFND 1,2 330 0 0
NORTHROP GRUMMAN CORP COM 666807102 111 500 SH   DFND 4,5 500 0 0
NORTHROP GRUMMAN CORP COM 666807102 238 1,072 SH   DFND 4,5,9,10 1,072 0 0
NORTHROP GRUMMAN CORP COM 666807102 379 1,705 SH   DFND 4,5,9,10 1,705 0 0
NORTHROP GRUMMAN CORP COM 666807102 533 2,400 SH   DFND 4,6 2,400 0 0
NORTHROP GRUMMAN CORP COM 666807102 664 2,985 SH   DFND 4,6 2,985 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,816 17,166 SH   DFND 4,5 17,166 0 0
NORTHROP GRUMMAN CORP COM 666807102 16,764 75,417 SH   DFND 4,5 75,417 0 0
NORTHROP GRUMMAN CORP COM 666807102 19,377 87,174 SH   DFND 4,5 87,174 0 0
NORTHSTAR RLTY FIN CORP COM 66704R803 113 9,850 SH   DFND 4,5,9,10 9,850 0 0
NORTHSTAR RLTY FIN CORP COM 66704R803 1,313 114,852 SH   DFND 4,5,7 114,852 0 0
NORTHSTAR ASSET MGMT GROUP INC COM 66705Y104 2,298 225,096 SH   DFND 4,5,7 225,096 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 32 3,416 SH   DFND 4,5,9,10 3,416 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 23 1,500 SH   DFND 4,5,9,10 1,500 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 62 3,944 SH   DFND 4,5,9,10 3,944 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 200 12,789 SH   DFND 4,5 12,789 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 422 27,017 SH   DFND 4,5 27,017 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2,345 150,000 SH   DFND 4,6 150,000 0 0
NUANCE COMMUNICATIONS INC SR CONV DB1.5%35 67020YAG5 39 40,000 PRN   DFND 4,5,7 0 0 40,000
NUCOR CORP COM 670346105 15 300 SH   DFND 4,6 300 0 0
NUCOR CORP COM 670346105 104 2,100 SH   DFND 4,5 2,100 0 0
NUCOR CORP COM 670346105 114 2,300 SH   DFND 4,6 2,300 0 0
NUCOR CORP COM 670346105 160 3,240 SH   DFND   3,240 0 0
NUCOR CORP COM 670346105 480 9,708 SH   DFND 4,8 9,708 0 0
NUCOR CORP COM 670346105 1,171 23,694 SH   DFND 4,5 23,694 0 0
NUCOR CORP COM 670346105 1,444 29,233 SH   DFND   29,233 0 0
NUCOR CORP COM 670346105 1,876 37,977 SH   DFND 4,5,9,10 37,977 0 0
NUCOR CORP COM 670346105 15,526 314,228 SH   DFND 4,5 314,228 0 0
NUCOR CORP COM 670346105 15,888 321,550 SH   DFND 4,5,9,10 321,550 0 0
NVIDIA CORP COM 67066G104 35 739 SH   DFND 4,8 739 0 0
NVIDIA CORP COM 67066G104 52 1,100 SH   DFND 4,5 1,100 0 0
NVIDIA CORP COM 67066G104 334 7,095 SH   DFND 1,3 7,095 0 0
NVIDIA CORP COM 67066G104 418 8,900 SH   DFND 4,5 8,900 0 0
NVIDIA CORP COM 67066G104 999 21,246 SH   DFND 4,5 21,246 0 0
NVIDIA CORP COM 67066G104 1,234 26,253 SH   DFND 4,5,9,10 26,253 0 0
NVIDIA CORP COM 67066G104 1,420 30,212 SH   DFND 4,5 30,212 0 0
NVIDIA CORP COM 67066G104 2,021 43,000 SH   DFND 4,6 43,000 0 0
NVIDIA CORP COM 67066G104 2,915 62,015 SH   DFND 4,5 62,015 0 0
NVIDIA CORP COM 67066G104 2,919 62,100 SH   DFND 4,6 62,100 0 0
NVIDIA CORP COM 67066G104 9,223 196,200 SH   DFND 4,5,9,10 196,200 0 0
NVIDIA CORP COM 67066G104 9,279 197,394 SH   DFND 1,2 197,394 0 0
NVIDIA CORP COM 67066G104 64,956 1,381,758 SH   DFND 1,2 1,381,758 0 0
NVIDIA CORP SR CONV NT 1%18 67066GAC8 32,536 13,964,000 PRN   DFND 4,5,7 0 0 13,964,000
OGE ENERGY CORP COM 670837103 36 1,100 SH   DFND 4,5,9,10 1,100 0 0
OGE ENERGY CORP COM 670837103 131 4,000 SH   DFND 4,5 4,000 0 0
OGE ENERGY CORP COM 670837103 193 5,900 SH   DFND 4,5,9,10 5,900 0 0
OGE ENERGY CORP COM 670837103 2,254 68,818 SH   DFND 4,5 68,818 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 16 60 SH   DFND 4,8 60 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 68 250 SH   DFND 1,2 250 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 141 519 SH   DFND 4,5,9,10 519 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 192 710 SH   DFND 4,6 710 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 337 1,243 SH   DFND 4,5,9,10 1,243 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,099 4,053 SH   DFND 1,2 4,053 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,503 5,543 SH   DFND 4,5 5,543 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,769 10,215 SH   DFND 4,5 10,215 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,792 10,300 SH   DFND 4,6 10,300 0 0
OSI SYSTEMS INC COM 671044105 1,297 22,317 SH   DFND 4,5,7 22,317 0 0
OASIS PETE INC NEW COM 674215108 545 58,300 SH   DFND 4,5,7 58,300 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 10 126 SH   DFND 4,8 126 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 108 1,428 SH   DFND 1,3 1,428 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 208 2,751 SH   DFND   2,751 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 310 4,100 SH   DFND 4,5,9,10 4,100 0 0
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PIONEER NAT RES CO COM 723787107 212 1,399 SH   DFND   1,399 0 0
PIONEER NAT RES CO COM 723787107 288 1,906 SH   DFND 4,5,9,10 1,906 0 0
PIONEER NAT RES CO COM 723787107 318 2,100 SH   DFND 4,6 2,100 0 0
PIONEER NAT RES CO COM 723787107 1,394 9,217 SH   DFND 4,5 9,217 0 0
PIONEER NAT RES CO COM 723787107 3,327 22,000 SH   DFND 1,2 22,000 0 0
PIONEER NAT RES CO COM 723787107 6,179 40,864 SH   DFND 4,5 40,864 0 0
PIONEER NAT RES CO COM 723787107 23,286 154,000 SH   DFND 1,2 154,000 0 0
PITNEY BOWES INC COM 724479100 27 1,493 SH   DFND 4,5 1,493 0 0
PITNEY BOWES INC COM 724479100 29 1,613 SH   DFND 4,5 1,613 0 0
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 42 4,009 SH   DFND 4,5 4,009 0 0
PLANTRONICS INC NEW COM 727493108 25 560 SH   DFND 4,5 560 0 0
POLARIS INDS INC COM 731068102 25 300 SH   DFND 4,8 300 0 0
POLARIS INDS INC COM 731068102 29 352 SH   DFND 4,8 352 0 0
POLARIS INDS INC COM 731068102 57 700 SH   DFND 4,5 700 0 0
POLARIS INDS INC COM 731068102 327 4,000 SH   DFND   4,000 0 0
POLARIS INDS INC COM 731068102 592 7,244 SH   DFND 4,5 7,244 0 0
POLARIS INDS INC COM 731068102 1,096 13,400 SH   DFND 4,5,9,10 13,400 0 0
POLARIS INDS INC COM 731068102 1,116 13,644 SH   DFND 4,5 13,644 0 0
POLARIS INDS INC COM 731068102 1,635 20,000 SH   DFND 4,6 20,000 0 0
POLARIS INDS INC COM 731068102 12,144 148,531 SH   DFND 4,5,9,10 148,531 0 0
POLYCOM INC COM 73172K104 173 15,402 SH   DFND 4,5 15,402 0 0
POLYONE CORP COM 73179P106 472 13,381 SH   DFND 4,5 13,381 0 0
POOL CORPORATION COM 73278L105 782 8,321 SH   DFND 4,5 8,321 0 0
POPULAR INC COM NEW 733174700 346 11,820 SH   DFND 1,3 11,820 0 0
POPULAR INC COM NEW 733174700 3,117 106,380 SH   DFND 1,2 106,380 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 59 2,500 SH   DFND 4,6 2,500 0 0
POST PPTYS INC COM 737464107 140 2,288 SH   DFND 4,5 2,288 0 0
POST PPTYS INC COM 737464107 177 2,900 SH   DFND 4,5,9,10 2,900 0 0
POST PPTYS INC COM 737464107 700 11,466 SH   DFND 4,5 11,466 0 0
POTASH CORP SASK INC COM 73755L107 8 500 SH   DFND 4,6 500 0 0
POTASH CORP SASK INC COM 73755L107 27 1,658 SH   DFND 4,8 1,658 0 0
POTASH CORP SASK INC COM 73755L107 60 3,700 SH   DFND 4,5 3,700 0 0
POTASH CORP SASK INC COM 73755L107 65 4,000 SH   DFND 4,5 4,000 0 0
POTASH CORP SASK INC COM 73755L107 449 27,621 SH   DFND 4,5 27,621 0 0
POTASH CORP SASK INC COM 73755L107 1,163 71,621 SH   DFND 4,5 71,621 0 0
POTASH CORP SASK INC COM 73755L107 1,243 76,522 SH   DFND 4,5,9,10 76,522 0 0
POTASH CORP SASK INC COM 73755L107 3,795 233,700 SH   DFND 4,6 233,700 0 0
POTASH CORP SASK INC COM 73755L107 14,577 897,600 SH   DFND 4,5,9,10 897,600 0 0
PRAXAIR INC COM 74005P104 232 2,060 SH   DFND 4,5,9,10 2,060 0 0
PRAXAIR INC COM 74005P104 305 2,714 SH   DFND 4,5,9,10 2,714 0 0
PRAXAIR INC COM 74005P104 582 5,180 SH   DFND 4,6 5,180 0 0
PRAXAIR INC COM 74005P104 1,592 14,168 SH   DFND 4,6 14,168 0 0
PRAXAIR INC COM 74005P104 2,308 20,539 SH   DFND 4,5 20,539 0 0
PRAXAIR INC COM 74005P104 3,398 30,236 SH   DFND 4,5 30,236 0 0
PRAXAIR INC COM 74005P104 13,046 116,074 SH   DFND 4,5 116,074 0 0
PREFERRED APT CMNTYS INC COM 74039L103 19 1,300 SH   DFND 4,5,9,10 1,300 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 150 2,712 SH   DFND 4,5 2,712 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 875 15,800 SH   DFND 4,5 15,800 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 1,496 27,000 SH   DFND 4,6 27,000 0 0
PRICE T ROWE GROUP INC COM 74144T108 29 404 SH   DFND 4,8 404 0 0
PRICE T ROWE GROUP INC COM 74144T108 112 1,530 SH   DFND 4,6 1,530 0 0
PRICE T ROWE GROUP INC COM 74144T108 136 1,861 SH   DFND 4,5,9,10 1,861 0 0
PRICE T ROWE GROUP INC COM 74144T108 213 2,921 SH   DFND 4,5,9,10 2,921 0 0
PRICE T ROWE GROUP INC COM 74144T108 873 11,963 SH   DFND 4,5 11,963 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,562 21,400 SH   DFND 4,6 21,400 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,047 28,048 SH   DFND 4,5 28,048 0 0
PRICELINE GRP INC COM NEW 741503403 47 38 SH   DFND 1,3 38 0 0
PRICELINE GRP INC COM NEW 741503403 112 90 SH   DFND 1,2 90 0 0
PRICELINE GRP INC COM NEW 741503403 114 91 SH   DFND   91 0 0
PRICELINE GRP INC COM NEW 741503403 439 352 SH   DFND 4,5,9,10 352 0 0
PRICELINE GRP INC COM NEW 741503403 597 478 SH   DFND   478 0 0
PRICELINE GRP INC COM NEW 741503403 772 618 SH   DFND 4,5,9,10 618 0 0
PRICELINE GRP INC COM NEW 741503403 2,522 2,020 SH   DFND 4,5,7 2,020 0 0
PRICELINE GRP INC COM NEW 741503403 3,570 2,860 SH   DFND 4,6 2,860 0 0
PRICELINE GRP INC COM NEW 741503403 4,723 3,783 SH   DFND 4,5 3,783 0 0
PRICELINE GRP INC COM NEW 741503403 6,467 5,180 SH   DFND 4,5 5,180 0 0
PRICELINE GRP INC COM NEW 741503403 11,792 9,446 SH   DFND 4,6 9,446 0 0
PRICELINE GRP INC SR CONV NT 1%18 741503AQ9 230 166,000 PRN   DFND 4,5 0 0 166,000
PRICELINE GRP INC SR NT CV 0.35%20 741503AS5 311 265,000 PRN   DFND 4,5 0 0 265,000
PRICELINE GRP INC SR CONV NT0.9%21 741503AX4 214 211,000 PRN   DFND 4,5 0 0 211,000
PRIMERICA INC COM 74164M108 746 13,031 SH   DFND 4,5 13,031 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 44 1,066 SH   DFND 4,8 1,066 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 78 1,900 SH   DFND 4,5 1,900 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 288 7,000 SH   DFND 4,6 7,000 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 681 16,573 SH   DFND 4,5 16,573 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,387 33,739 SH   DFND 4,5,9,10 33,739 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,457 35,444 SH   DFND 4,5 35,444 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 16,239 395,010 SH   DFND 4,5,9,10 395,010 0 0
PROCTER & GAMBLE CO COM 742718109 19 230 SH   DFND   230 0 0
PROCTER & GAMBLE CO COM 742718109 76 900 SH   DFND 4,5 900 0 0
PROCTER & GAMBLE CO COM 742718109 80 950 SH   DFND 4,8 950 0 0
PROCTER & GAMBLE CO COM 742718109 87 1,025 SH   DFND 1,2 1,025 0 0
PROCTER & GAMBLE CO COM 742718109 199 2,355 SH   DFND 4,5 2,355 0 0
PROCTER & GAMBLE CO COM 742718109 542 6,400 SH   DFND 4,8 6,400 0 0
PROCTER & GAMBLE CO COM 742718109 1,075 12,700 SH   DFND 4,5 12,700 0 0
PROCTER & GAMBLE CO COM 742718109 1,212 14,312 SH   DFND 4,5 14,312 0 0
PROCTER & GAMBLE CO COM 742718109 1,712 20,215 SH   DFND 4,5,7 20,215 0 0
PROCTER & GAMBLE CO COM 742718109 3,630 42,874 SH   DFND 4,5 42,874 0 0
PROCTER & GAMBLE CO COM 742718109 3,978 46,987 SH   DFND 4,5,9,10 46,987 0 0
PROCTER & GAMBLE CO COM 742718109 12,876 152,078 SH   DFND 4,6 152,078 0 0
PROCTER & GAMBLE CO COM 742718109 16,037 189,400 SH   DFND 4,6 189,400 0 0
PROCTER & GAMBLE CO COM 742718109 32,400 382,658 SH   DFND 4,5 382,658 0 0
PROCTER & GAMBLE CO COM 742718109 33,155 391,578 SH   DFND 4,5,9,10 391,578 0 0
PROCTER & GAMBLE CO COM 742718109 97,605 1,152,774 SH   DFND 4,5 1,152,774 0 0
PRIVATEBANCORP INC COM 742962103 1,004 22,800 SH   DFND 1,3 22,800 0 0
PRIVATEBANCORP INC COM 742962103 1,889 42,900 SH   DFND 4,5 42,900 0 0
PRIVATEBANCORP INC COM 742962103 9,035 205,200 SH   DFND 1,2 205,200 0 0
PROGRESSIVE CORP OHIO COM 743315103 75 2,253 SH   DFND 4,8 2,253 0 0
PROGRESSIVE CORP OHIO COM 743315103 134 3,990 SH   DFND 4,5,9,10 3,990 0 0
PROGRESSIVE CORP OHIO COM 743315103 282 8,408 SH   DFND 4,5,9,10 8,408 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,050 31,347 SH   DFND 4,5 31,347 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,926 87,344 SH   DFND 4,5 87,344 0 0
PROLOGIS INC COM 74340W103 243 4,964 SH   DFND   4,964 0 0
PROLOGIS INC COM 74340W103 337 6,882 SH   DFND 4,5,9,10 6,882 0 0
PROLOGIS INC COM 74340W103 554 11,300 SH   DFND 4,6 11,300 0 0
PROLOGIS INC COM 74340W103 587 11,970 SH   DFND 4,6 11,970 0 0
PROLOGIS INC COM 74340W103 1,099 22,414 SH   DFND 4,5 22,414 0 0
PROLOGIS INC COM 74340W103 1,671 34,083 SH   DFND 4,5,9,10 34,083 0 0
PROLOGIS INC COM 74340W103 3,734 76,148 SH   DFND 4,5 76,148 0 0
PROLOGIS INC COM 74340W103 8,060 164,365 SH   DFND 4,5 164,365 0 0
PROTO LABS INC COM 743713109 173 3,000 SH   DFND 4,5 3,000 0 0
PRUDENTIAL FINL INC COM 744320102 114 1,600 SH   DFND 4,5 1,600 0 0
PRUDENTIAL FINL INC COM 744320102 251 3,520 SH   DFND   3,520 0 0
PRUDENTIAL FINL INC COM 744320102 357 5,000 SH   DFND 4,5 5,000 0 0
PRUDENTIAL FINL INC COM 744320102 374 5,245 SH   DFND 4,8 5,245 0 0
PRUDENTIAL FINL INC COM 744320102 1,092 15,306 SH   DFND   15,306 0 0
PRUDENTIAL FINL INC COM 744320102 1,686 23,633 SH   DFND 4,5 23,633 0 0
PRUDENTIAL FINL INC COM 744320102 2,261 31,697 SH   DFND 4,6 31,697 0 0
PRUDENTIAL FINL INC COM 744320102 2,328 32,626 SH   DFND 4,5,9,10 32,626 0 0
PRUDENTIAL FINL INC COM 744320102 4,750 66,577 SH   DFND 4,6 66,577 0 0
PRUDENTIAL FINL INC COM 744320102 14,697 206,008 SH   DFND 4,5 206,008 0 0
PRUDENTIAL FINL INC COM 744320102 24,816 347,850 SH   DFND 4,5,9,10 347,850 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 75 1,600 SH   DFND 4,5,9,10 1,600 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 184 3,947 SH   DFND 4,5,9,10 3,947 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,133 24,317 SH   DFND 4,5 24,317 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,190 68,431 SH   DFND 4,5 68,431 0 0
PUBLIC STORAGE COM 74460D109 99 387 SH   DFND 4,8 387 0 0
PUBLIC STORAGE COM 74460D109 153 600 SH   DFND 4,8 600 0 0
PUBLIC STORAGE COM 74460D109 510 1,994 SH   DFND 4,5,9,10 1,994 0 0
PUBLIC STORAGE COM 74460D109 1,585 6,203 SH   DFND 4,5 6,203 0 0
PUBLIC STORAGE COM 74460D109 2,514 9,837 SH   DFND 4,5,9,10 9,837 0 0
PUBLIC STORAGE COM 74460D109 2,786 10,900 SH   DFND 4,6 10,900 0 0
PUBLIC STORAGE COM 74460D109 5,500 21,520 SH   DFND 4,5 21,520 0 0
PUBLIC STORAGE COM 74460D109 13,398 52,419 SH   DFND 4,5 52,419 0 0
PULTE GROUP INC COM 745867101 37 1,900 SH   DFND 4,5,9,10 1,900 0 0
PULTE GROUP INC COM 745867101 292 15,000 SH   DFND 4,6 15,000 0 0
PULTE GROUP INC COM 745867101 335 17,200 SH   DFND 4,5 17,200 0 0
PULTE GROUP INC COM 745867101 823 42,225 SH   DFND 4,5 42,225 0 0
QLIK TECHNOLOGIES INC COM 74733T105 426 14,400 SH   DFND 4,5 14,400 0 0
QEP RES INC COM 74733V100 433 24,585 SH   DFND 4,5 24,585 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 110 1,500 SH   DFND 4,6 1,500 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 723 9,899 SH   DFND 4,5 9,899 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 3,342 45,750 SH   DFND 4,5 45,750 0 0
QIHOO 360 TECHNOLOGY CO LTD SR CONV NT2.5%18 74734MAB5 2,282 2,301,000 PRN   DFND 4,5,7 0 0 2,301,000
QIHOO 360 TECHNOLOGY CO LTD SR CONV NT0.5%20 74734MAE9 788 800,000 PRN   DFND 4,5,7 0 0 800,000
QTS RLTY TR INC COM CL A 74736A103 108 1,935 SH   DFND 4,5 1,935 0 0
QTS RLTY TR INC COM CL A 74736A103 146 2,600 SH   DFND 4,5,9,10 2,600 0 0
QTS RLTY TR INC COM CL A 74736A103 739 13,203 SH   DFND 4,5 13,203 0 0
QORVO INC COM 74736K101 105 1,900 SH   DFND 4,5,9,10 1,900 0 0
QORVO INC COM 74736K101 385 6,966 SH   DFND 4,5 6,966 0 0
QORVO INC COM 74736K101 520 9,407 SH   DFND 4,5 9,407 0 0
QUALCOMM INC COM 747525103 44 830 SH   DFND 4,8 830 0 0
QUALCOMM INC COM 747525103 54 1,000 SH   DFND 4,5 1,000 0 0
QUALCOMM INC COM 747525103 75 1,400 SH   DFND 4,5 1,400 0 0
QUALCOMM INC COM 747525103 79 1,474 SH   DFND 4,5 1,474 0 0
QUALCOMM INC COM 747525103 766 14,300 SH   DFND 4,5 14,300 0 0
QUALCOMM INC COM 747525103 2,480 46,292 SH   DFND 4,5,9,10 46,292 0 0
QUALCOMM INC COM 747525103 3,876 72,363 SH   DFND 4,6 72,363 0 0
QUALCOMM INC COM 747525103 4,962 92,634 SH   DFND 4,6 92,634 0 0
QUALCOMM INC COM 747525103 7,290 136,079 SH   DFND 4,5 136,079 0 0
QUALCOMM INC COM 747525103 19,888 371,253 SH   DFND 4,5,9,10 371,253 0 0
QUALCOMM INC COM 747525103 22,120 412,912 SH   DFND 4,5 412,912 0 0
QUANTA SVCS INC COM 74762E102 35 1,500 SH   DFND 4,5 1,500 0 0
QUANTA SVCS INC COM 74762E102 42 1,824 SH   DFND 4,5 1,824 0 0
QUANTA SVCS INC COM 74762E102 46 2,000 SH   DFND 4,5 2,000 0 0
QUANTA SVCS INC COM 74762E102 79 3,404 SH   DFND 4,8 3,404 0 0
QUANTA SVCS INC COM 74762E102 84 3,613 SH   DFND 4,5 3,613 0 0
QUANTA SVCS INC COM 74762E102 583 25,200 SH   DFND 4,5,9,10 25,200 0 0
QUANTA SVCS INC COM 74762E102 9,414 407,200 SH   DFND 4,5,9,10 407,200 0 0
QUEST DIAGNOSTICS INC COM 74834L100 81 1,000 SH   DFND 4,5,9,10 1,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 88 1,080 SH   DFND 4,8 1,080 0 0
QUEST DIAGNOSTICS INC COM 74834L100 162 1,995 SH   DFND 4,5,9,10 1,995 0 0
QUEST DIAGNOSTICS INC COM 74834L100 774 9,509 SH   DFND 4,5 9,509 0 0
QUEST DIAGNOSTICS INC COM 74834L100 4,910 60,314 SH   DFND 4,5 60,314 0 0
QUESTAR CORP COM 748356102 736 29,022 SH   DFND 4,5 29,022 0 0
QUESTAR CORP COM 748356102 860 33,900 SH   DFND 4,5 33,900 0 0
QUIDEL CORP SR CV NT 3.25%20 74838JAA9 1,287 1,389,000 PRN   DFND 4,5,7 0 0 1,389,000
QUINTILES TRANSNATIO HLDGS INC COM 74876Y101 85 1,300 SH   DFND 4,5,9,10 1,300 0 0
QUINTILES TRANSNATIO HLDGS INC COM 74876Y101 492 7,537 SH   DFND 4,5 7,537 0 0
QUINTILES TRANSNATIO HLDGS INC COM 74876Y101 3,070 46,998 SH   DFND 4,5 46,998 0 0
RLJ LODGING TR COM 74965L101 115 5,378 SH   DFND 4,5 5,378 0 0
RLJ LODGING TR COM 74965L101 146 6,800 SH   DFND 4,5,9,10 6,800 0 0
RLJ LODGING TR COM 74965L101 749 34,900 SH   DFND 4,5 34,900 0 0
RPM INTL INC COM 749685103 486 9,739 SH   DFND 4,5 9,739 0 0
RACKSPACE HOSTING INC COM 750086100 133 6,354 SH   DFND 4,5 6,354 0 0
RACKSPACE HOSTING INC COM 750086100 453 21,700 SH   DFND 4,5 21,700 0 0
RALPH LAUREN CORP CL A 751212101 40 449 SH   DFND 4,5,9,10 449 0 0
RALPH LAUREN CORP CL A 751212101 64 712 SH   DFND 4,5,9,10 712 0 0
RALPH LAUREN CORP CL A 751212101 185 2,063 SH   DFND 4,5 2,063 0 0
RALPH LAUREN CORP CL A 751212101 699 7,799 SH   DFND 4,5 7,799 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 49 2,491 SH   DFND 4,5 2,491 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 100 5,100 SH   DFND 4,5,9,10 5,100 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 508 25,900 SH   DFND 4,5 25,900 0 0
RANDGOLD RES LTD ADR 752344309 12,849 114,685 SH   DFND 4,6 114,685 0 0
RANGE RES CORP COM 75281A109 82 1,900 SH   DFND 4,5,9,10 1,900 0 0
RANGE RES CORP COM 75281A109 173 4,000 SH   DFND 4,5,9,10 4,000 0 0
RANGE RES CORP COM 75281A109 512 11,876 SH   DFND 4,5 11,876 0 0
RANGE RES CORP COM 75281A109 652 15,119 SH   DFND 4,5 15,119 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 79 1,600 SH   DFND 4,5,9,10 1,600 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 300 6,090 SH   DFND 4,5 6,090 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 479 9,722 SH   DFND 4,5 9,722 0 0
RAYTHEON CO COM NEW 755111507 82 600 SH   DFND 4,5 600 0 0
RAYTHEON CO COM NEW 755111507 128 944 SH   DFND 1,2 944 0 0
RAYTHEON CO COM NEW 755111507 149 1,099 SH   DFND 1,2 1,099 0 0
RAYTHEON CO COM NEW 755111507 226 1,664 SH   DFND 4,5,9,10 1,664 0 0
RAYTHEON CO COM NEW 755111507 416 3,061 SH   DFND 4,5,9,10 3,061 0 0
RAYTHEON CO COM NEW 755111507 3,238 23,816 SH   DFND 4,5 23,816 0 0
RAYTHEON CO COM NEW 755111507 3,266 24,020 SH   DFND 1,2 24,020 0 0
RAYTHEON CO COM NEW 755111507 19,104 140,519 SH   DFND 4,5 140,519 0 0
RAYTHEON CO COM NEW 755111507 20,841 153,300 SH   DFND 1,2 153,300 0 0
REALOGY HLDGS CORP COM 75605Y106 5 166 SH   DFND 4,8 166 0 0
REALOGY HLDGS CORP COM 75605Y106 23 800 SH   DFND 4,5,9,10 800 0 0
REALOGY HLDGS CORP COM 75605Y106 202 6,967 SH   DFND 4,5 6,967 0 0
REALOGY HLDGS CORP COM 75605Y106 528 18,204 SH   DFND 4,5 18,204 0 0
REALOGY HLDGS CORP COM 75605Y106 2,592 89,304 SH   DFND 4,5,7 89,304 0 0
REALTY INCOME CORP COM 756109104 333 4,800 SH   DFND 4,5,9,10 4,800 0 0
REALTY INCOME CORP COM 756109104 764 11,019 SH   DFND 4,5 11,019 0 0
REALTY INCOME CORP COM 756109104 1,124 16,207 SH   DFND 4,5,9,10 16,207 0 0
REALTY INCOME CORP COM 756109104 2,191 31,592 SH   DFND 4,5 31,592 0 0
REALTY INCOME CORP COM 756109104 5,662 81,630 SH   DFND 4,5 81,630 0 0
RED HAT INC COM 756577102 11 154 SH   DFND 4,8 154 0 0
RED HAT INC COM 756577102 87 1,200 SH   DFND 4,5,9,10 1,200 0 0
RED HAT INC COM 756577102 154 2,116 SH   DFND 4,5,9,10 2,116 0 0
RED HAT INC COM 756577102 673 9,266 SH   DFND 4,5 9,266 0 0
RED HAT INC COM 756577102 835 11,500 SH   DFND 4,5 11,500 0 0
RED HAT INC COM 756577102 1,261 17,364 SH   DFND 4,5,7 17,364 0 0
RED HAT INC COM 756577102 1,363 18,772 SH   DFND 4,5 18,772 0 0
RED HAT INC COM 756577102 2,296 31,627 SH   DFND 4,5,7 31,627 0 0
RED HAT INC COM 756577102 2,510 34,572 SH   DFND 4,5,7 34,572 0 0
RED HAT INC SR EQTY CV LKD19 756577AD4 393 324,000 PRN   DFND 4,5 0 0 324,000
REGENCY CTRS CORP COM 758849103 212 2,531 SH   DFND 4,5,9,10 2,531 0 0
REGENCY CTRS CORP COM 758849103 350 4,175 SH   DFND 4,5 4,175 0 0
REGENCY CTRS CORP COM 758849103 519 6,200 SH   DFND 4,5,9,10 6,200 0 0
REGENCY CTRS CORP COM 758849103 1,415 16,900 SH   DFND 4,5 16,900 0 0
REGENCY CTRS CORP COM 758849103 2,477 29,587 SH   DFND 4,5 29,587 0 0
REGENERON PHARMACEUTICALS COM 75886F107 7 19 SH   DFND 4,8 19 0 0
REGENERON PHARMACEUTICALS COM 75886F107 140 400 SH   DFND 4,5,9,10 400 0 0
REGENERON PHARMACEUTICALS COM 75886F107 210 600 SH   DFND 4,6 600 0 0
REGENERON PHARMACEUTICALS COM 75886F107 277 793 SH   DFND 4,5,9,10 793 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,558 4,462 SH   DFND 4,5 4,462 0 0
REGENERON PHARMACEUTICALS COM 75886F107 2,499 7,157 SH   DFND 4,5 7,157 0 0
REGIONS FINL CORP NEW COM 7591EP100 38 4,467 SH   DFND 4,5,9,10 4,467 0 0
REGIONS FINL CORP NEW COM 7591EP100 73 8,600 SH   DFND 4,5,9,10 8,600 0 0
REGIONS FINL CORP NEW COM 7591EP100 373 43,800 SH   DFND 4,8 43,800 0 0
REGIONS FINL CORP NEW COM 7591EP100 2,017 237,000 SH   DFND 4,6 237,000 0 0
REGIONS FINL CORP NEW COM 7591EP100 2,417 283,969 SH   DFND 4,5 283,969 0 0
REGIONS FINL CORP NEW COM 7591EP100 3,261 383,241 SH   DFND 4,5 383,241 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 1,013 10,448 SH   DFND 4,5 10,448 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,122 14,594 SH   DFND 4,5 14,594 0 0
RENREN INC SPONSORED ADR 759892102 1 650 SH   DFND   650 0 0
REPLIGEN CORP SR GLBL CV NT 21 759916AA7 409 380,000 PRN   DFND 4,5,7 0 0 380,000
REPUBLIC SVCS INC COM 760759100 97 1,900 SH   DFND 4,5,9,10 1,900 0 0
REPUBLIC SVCS INC COM 760759100 137 2,669 SH   DFND 1,2 2,669 0 0
REPUBLIC SVCS INC COM 760759100 192 3,746 SH   DFND 4,5,9,10 3,746 0 0
REPUBLIC SVCS INC COM 760759100 718 14,000 SH   DFND   14,000 0 0
REPUBLIC SVCS INC COM 760759100 4,744 92,450 SH   DFND 1,2 92,450 0 0
REPUBLIC SVCS INC COM 760759100 5,882 114,633 SH   DFND 4,5 114,633 0 0
REPUBLIC SVCS INC COM 760759100 6,039 117,689 SH   DFND 4,5 117,689 0 0
REPUBLIC SVCS INC COM 760759100 30,996 604,100 SH   DFND 1,2 604,100 0 0
RESMED INC COM 761152107 59 933 SH   DFND 4,5,9,10 933 0 0
RESMED INC COM 761152107 183 2,900 SH   DFND 4,5,9,10 2,900 0 0
RESMED INC COM 761152107 242 3,830 SH   DFND 4,6 3,830 0 0
RESMED INC COM 761152107 563 8,900 SH   DFND 4,5 8,900 0 0
RESMED INC COM 761152107 639 10,103 SH   DFND 4,5 10,103 0 0
RESMED INC COM 761152107 955 15,100 SH   DFND 4,6 15,100 0 0
RESMED INC COM 761152107 1,393 22,035 SH   DFND 4,5 22,035 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 6 150 SH   DFND 4,8 150 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 100 2,400 SH   DFND 4,5,9,10 2,400 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 208 5,000 SH   DFND 4,5,9,10 5,000 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 275 6,600 SH   DFND 4,5 6,600 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 644 15,483 SH   DFND 4,5 15,483 0 0
RETAIL OPPORTUNITY INVTS CORP COM 76131N101 93 4,282 SH   DFND 4,5 4,282 0 0
RETAIL OPPORTUNITY INVTS CORP COM 76131N101 119 5,500 SH   DFND 4,5,9,10 5,500 0 0
RETAIL OPPORTUNITY INVTS CORP COM 76131N101 127 5,850 SH   DFND   5,850 0 0
RETAIL OPPORTUNITY INVTS CORP COM 76131N101 598 27,600 SH   DFND 4,5 27,600 0 0
RETAIL PPTYS AMER INC CL A 76131V202 171 10,118 SH   DFND 4,5 10,118 0 0
RETAIL PPTYS AMER INC CL A 76131V202 218 12,900 SH   DFND 4,5,9,10 12,900 0 0
RETAIL PPTYS AMER INC CL A 76131V202 1,149 68,000 SH   DFND 4,5 68,000 0 0
REXFORD INDL RLTY INC COM 76169C100 43 2,054 SH   DFND 4,5 2,054 0 0
REXFORD INDL RLTY INC COM 76169C100 74 3,500 SH   DFND 4,5,9,10 3,500 0 0
REXFORD INDL RLTY INC COM 76169C100 378 17,901 SH   DFND 4,5 17,901 0 0
REYNOLDS AMERICAN INC COM 761713106 79 1,459 SH   DFND 4,8 1,459 0 0
REYNOLDS AMERICAN INC COM 761713106 205 3,796 SH   DFND 4,5,9,10 3,796 0 0
REYNOLDS AMERICAN INC COM 761713106 237 4,400 SH   DFND 4,8 4,400 0 0
REYNOLDS AMERICAN INC COM 761713106 329 6,100 SH   DFND 4,6 6,100 0 0
REYNOLDS AMERICAN INC COM 761713106 441 8,176 SH   DFND 4,5,9,10 8,176 0 0
REYNOLDS AMERICAN INC COM 761713106 5,334 98,900 SH   DFND 4,6 98,900 0 0
REYNOLDS AMERICAN INC COM 761713106 5,774 107,063 SH   DFND 4,5 107,063 0 0
REYNOLDS AMERICAN INC COM 761713106 19,531 362,153 SH   DFND 4,5 362,153 0 0
RITE AID CORP COM 767754104 16 2,153 SH   DFND 4,8 2,153 0 0
RITE AID CORP COM 767754104 479 64,000 SH   DFND 1,3 64,000 0 0
RITE AID CORP COM 767754104 812 108,467 SH   DFND 4,5 108,467 0 0
RITE AID CORP COM 767754104 3,264 435,783 SH   DFND 4,5 435,783 0 0
RITE AID CORP COM 767754104 4,314 576,000 SH   DFND 1,2 576,000 0 0
ROBERT HALF INTL INC COM 770323103 36 946 SH   DFND 4,5,9,10 946 0 0
ROBERT HALF INTL INC COM 770323103 137 3,579 SH   DFND 4,5,9,10 3,579 0 0
ROBERT HALF INTL INC COM 770323103 198 5,200 SH   DFND 4,8 5,200 0 0
ROBERT HALF INTL INC COM 770323103 2,073 54,335 SH   DFND 4,5 54,335 0 0
ROBERT HALF INTL INC COM 770323103 2,257 59,144 SH   DFND 4,5 59,144 0 0
ROBERT HALF INTL INC COM 770323103 2,328 61,000 SH   DFND 4,6 61,000 0 0
ROBERT HALF INTL INC COM 770323103 3,053 80,000 SH   DFND 4,6 80,000 0 0
ROBERT HALF INTL INC COM 770323103 4,042 105,916 SH   DFND 4,5 105,916 0 0
ROCKWELL AUTOMATION INC COM 773903109 9 77 SH   DFND 4,8 77 0 0
ROCKWELL AUTOMATION INC COM 773903109 74 642 SH   DFND 4,5,9,10 642 0 0
ROCKWELL AUTOMATION INC COM 773903109 80 700 SH   DFND 4,6 700 0 0
ROCKWELL AUTOMATION INC COM 773903109 165 1,438 SH   DFND   1,438 0 0
ROCKWELL AUTOMATION INC COM 773903109 240 2,086 SH   DFND 4,5,9,10 2,086 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,767 15,385 SH   DFND 4,5 15,385 0 0
ROCKWELL AUTOMATION INC COM 773903109 6,068 52,846 SH   DFND 4,5 52,846 0 0
ROCKWELL AUTOMATION INC COM 773903109 7,997 69,648 SH   DFND 4,5 69,648 0 0
ROCKWELL COLLINS INC COM 774341101 36 428 SH   DFND 4,5,9,10 428 0 0
ROCKWELL COLLINS INC COM 774341101 111 1,300 SH   DFND 4,5,9,10 1,300 0 0
ROCKWELL COLLINS INC COM 774341101 537 6,310 SH   DFND 4,6 6,310 0 0
ROCKWELL COLLINS INC COM 774341101 1,405 16,500 SH   DFND 4,6 16,500 0 0
ROCKWELL COLLINS INC COM 774341101 1,571 18,448 SH   DFND 4,5 18,448 0 0
ROCKWELL COLLINS INC COM 774341101 6,744 79,209 SH   DFND 4,5 79,209 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 24 600 SH   DFND 4,5 600 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 237 5,855 SH   DFND 4,8 5,855 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 417 10,329 SH   DFND 4,5 10,329 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 442 10,946 SH   DFND 4,5,9,10 10,946 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 685 16,950 SH   DFND 4,5,9,10 16,950 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 1,635 40,461 SH   DFND 4,5 40,461 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,077 51,400 SH   DFND 4,6 51,400 0 0
ROPER TECHNOLOGIES INC COM 776696106 78 459 SH   DFND 4,8 459 0 0
ROPER TECHNOLOGIES INC COM 776696106 102 600 SH   DFND 4,5,9,10 600 0 0
ROPER TECHNOLOGIES INC COM 776696106 212 1,245 SH   DFND 4,5,9,10 1,245 0 0
ROPER TECHNOLOGIES INC COM 776696106 268 1,570 SH   DFND 4,6 1,570 0 0
ROPER TECHNOLOGIES INC COM 776696106 529 3,100 SH   DFND 4,6 3,100 0 0
ROPER TECHNOLOGIES INC COM 776696106 4,093 24,000 SH   DFND 4,5 24,000 0 0
ROPER TECHNOLOGIES INC COM 776696106 8,337 48,879 SH   DFND 4,5 48,879 0 0
ROSS STORES INC COM 778296103 187 3,300 SH   DFND 4,5,9,10 3,300 0 0
ROSS STORES INC COM 778296103 365 6,440 SH   DFND 4,5,9,10 6,440 0 0
ROSS STORES INC COM 778296103 1,323 23,340 SH   DFND 4,8 23,340 0 0
ROSS STORES INC COM 778296103 1,593 28,101 SH   DFND 4,5 28,101 0 0
ROSS STORES INC COM 778296103 2,608 46,000 SH   DFND 4,6 46,000 0 0
ROSS STORES INC COM 778296103 3,108 54,830 SH   DFND 4,5 54,830 0 0
ROSS STORES INC COM 778296103 4,363 76,968 SH   DFND 4,5 76,968 0 0
ROSS STORES INC COM 778296103 6,587 116,200 SH   DFND 4,5 116,200 0 0
ROSS STORES INC COM 778296103 7,653 135,000 SH   DFND 4,6 135,000 0 0
ROSS STORES INC COM 778296103 19,937 351,682 SH   DFND 4,5 351,682 0 0
ROUSE PPTYS INC COM 779287101 16 854 SH   DFND 4,5 854 0 0
ROUSE PPTYS INC COM 779287101 36 1,984 SH   DFND 4,5,9,10 1,984 0 0
ROUSE PPTYS INC COM 779287101 192 10,546 SH   DFND 4,5 10,546 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 71 1,195 SH   DFND 4,8 1,195 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 130 2,200 SH   DFND 4,5 2,200 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 709 11,994 SH   DFND 4,6 11,994 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 3,296 55,781 SH   DFND 4,5,9,10 55,781 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 4,317 73,057 SH   DFND 4,5 73,057 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 8,406 142,259 SH   DFND 4,5 142,259 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 8,997 152,263 SH   DFND 4,6 152,263 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 20,502 346,970 SH   DFND 4,5,9,10 346,970 0 0
ROYAL GOLD INC COM 780287108 172 2,395 SH   DFND 4,5 2,395 0 0
RYDER SYS INC COM 783549108 49 800 SH   DFND 4,5 800 0 0
RYDER SYS INC COM 783549108 545 8,920 SH   DFND 1,3 8,920 0 0
RYDER SYS INC COM 783549108 1,859 30,400 SH   DFND 4,6 30,400 0 0
RYDER SYS INC COM 783549108 4,908 80,280 SH   DFND 1,2 80,280 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 106 2,083 SH   DFND 4,5 2,083 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 142 2,800 SH   DFND 4,5,9,10 2,800 0 0
SBA COMMUNICATIONS CORP COM 78388J106 64 597 SH   DFND 4,5,9,10 597 0 0
SBA COMMUNICATIONS CORP COM 78388J106 76 700 SH   DFND 4,5,9,10 700 0 0
SBA COMMUNICATIONS CORP COM 78388J106 295 2,734 SH   DFND 4,8 2,734 0 0
SBA COMMUNICATIONS CORP COM 78388J106 822 7,611 SH   DFND 4,5 7,611 0 0
SBA COMMUNICATIONS CORP COM 78388J106 2,890 26,775 SH   DFND 4,5 26,775 0 0
S&P GLOBAL INC COM 78409V104 97 900 SH   DFND 4,5 900 0 0
S&P GLOBAL INC COM 78409V104 1,038 9,682 SH   DFND 4,8 9,682 0 0
S&P GLOBAL INC COM 78409V104 1,331 12,408 SH   DFND 4,5 12,408 0 0
S&P GLOBAL INC COM 78409V104 1,782 16,616 SH   DFND 4,5,9,10 16,616 0 0
S&P GLOBAL INC COM 78409V104 3,284 30,614 SH   DFND 4,5 30,614 0 0
S&P GLOBAL INC COM 78409V104 6,011 56,042 SH   DFND 4,5 56,042 0 0
S&P GLOBAL INC COM 78409V104 29,933 279,070 SH   DFND 4,5,9,10 279,070 0 0
SEI INVESTMENTS CO COM 784117103 7 142 SH   DFND 4,5,9,10 142 0 0
SEI INVESTMENTS CO COM 784117103 8 157 SH   DFND 4,8 157 0 0
SEI INVESTMENTS CO COM 784117103 82 1,707 SH   DFND 4,5,9,10 1,707 0 0
SEI INVESTMENTS CO COM 784117103 143 2,971 SH   DFND 4,5 2,971 0 0
SEI INVESTMENTS CO COM 784117103 582 12,100 SH   DFND 4,5 12,100 0 0
SEI INVESTMENTS CO COM 784117103 906 18,836 SH   DFND 4,5 18,836 0 0
SEI INVESTMENTS CO COM 784117103 962 20,000 SH   DFND 4,6 20,000 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 215 10,266 SH   DFND 4,5 10,266 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 265 12,643 SH   DFND 4,5 12,643 0 0
SL GREEN RLTY CORP COM 78440X101 74 691 SH   DFND 4,5,9,10 691 0 0
SL GREEN RLTY CORP COM 78440X101 453 4,259 SH   DFND 4,5 4,259 0 0
SL GREEN RLTY CORP COM 78440X101 667 6,263 SH   DFND 4,5,9,10 6,263 0 0
SL GREEN RLTY CORP COM 78440X101 1,183 11,109 SH   DFND 4,5 11,109 0 0
SL GREEN RLTY CORP COM 78440X101 3,493 32,812 SH   DFND 4,5 32,812 0 0
SLM CORP COM 78442P106 416 67,266 SH   DFND 4,5 67,266 0 0
SM ENERGY CO COM 78454L100 152 5,624 SH   DFND 4,5 5,624 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,228 5,860 SH   DFND 1 5,860 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 850 6,717 SH   DFND 1 6,717 0 0
SPDR SERIES TRUST S&P TELECOM 78464A540 255 4,400 SH   DFND 1 4,400 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 230 6,845 SH   DFND 1 6,845 0 0
SVB FINL GROUP COM 78486Q101 1,378 14,486 SH   DFND 1,3 14,486 0 0
SVB FINL GROUP COM 78486Q101 2,357 24,770 SH   DFND 4,5 24,770 0 0
SVB FINL GROUP COM 78486Q101 6,680 70,200 SH   DFND 1,2 70,200 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 72 3,506 SH   DFND 4,5 3,506 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 74 3,600 SH   DFND 4,5,9,10 3,600 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 291 14,100 SH   DFND 4,5 14,100 0 0
SABRE CORP COM 78573M104 9 349 SH   DFND 4,8 349 0 0
SABRE CORP COM 78573M104 128 4,767 SH   DFND 4,5 4,767 0 0
SABRE CORP COM 78573M104 173 6,457 SH   DFND 4,5 6,457 0 0
SABRE CORP COM 78573M104 860 32,100 SH   DFND 4,6 32,100 0 0
SABRE CORP COM 78573M104 933 34,832 SH   DFND 4,5 34,832 0 0
ST JUDE MED INC COM 790849103 148 1,900 SH   DFND 4,5,9,10 1,900 0 0
ST JUDE MED INC COM 790849103 252 3,237 SH   DFND 4,5,9,10 3,237 0 0
ST JUDE MED INC COM 790849103 941 12,068 SH   DFND 4,5,7 12,068 0 0
ST JUDE MED INC COM 790849103 1,150 14,739 SH   DFND 4,5 14,739 0 0
ST JUDE MED INC COM 790849103 1,572 20,151 SH   DFND 4,5,7 20,151 0 0
ST JUDE MED INC COM 790849103 9,153 117,348 SH   DFND 4,5 117,348 0 0
SALESFORCE COM INC COM 79466L302 24 301 SH   DFND 4,8 301 0 0
SALESFORCE COM INC COM 79466L302 48 600 SH   DFND 4,5 600 0 0
SALESFORCE COM INC COM 79466L302 302 3,800 SH   DFND 4,6 3,800 0 0
SALESFORCE COM INC COM 79466L302 466 5,868 SH   DFND 4,5 5,868 0 0
SALESFORCE COM INC COM 79466L302 619 7,800 SH   DFND 4,5 7,800 0 0
SALESFORCE COM INC COM 79466L302 1,503 18,924 SH   DFND 4,5,9,10 18,924 0 0
SALESFORCE COM INC COM 79466L302 2,628 33,100 SH   DFND 4,6 33,100 0 0
SALESFORCE COM INC COM 79466L302 4,651 58,570 SH   DFND 4,5 58,570 0 0
SALESFORCE COM INC COM 79466L302 10,431 131,362 SH   DFND 4,5 131,362 0 0
SALESFORCE COM INC COM 79466L302 11,391 143,440 SH   DFND 4,5,9,10 143,440 0 0
SALESFORCE COM INC SR CV NT 0.25%18 79466LAD6 753 583,000 PRN   DFND 4,5 0 0 583,000
SANDERSON FARMS INC COM 800013104 286 3,300 SH   DFND 1,3 3,300 0 0
SANDERSON FARMS INC COM 800013104 2,573 29,700 SH   DFND 1,2 29,700 0 0
SANTANDER CONSUMER USA HDG INC COM 80283M101 273 26,422 SH   DFND 4,5,7 26,422 0 0
SAUL CTRS INC COM 804395101 20 317 SH   DFND 4,5 317 0 0
SAUL CTRS INC COM 804395101 43 700 SH   DFND 4,5,9,10 700 0 0
SCANA CORP NEW COM 80589M102 61 800 SH   DFND 4,5,9,10 800 0 0
SCANA CORP NEW COM 80589M102 232 3,062 SH   DFND 4,5,9,10 3,062 0 0
SCANA CORP NEW COM 80589M102 530 7,000 SH   DFND 4,6 7,000 0 0
SCANA CORP NEW COM 80589M102 692 9,147 SH   DFND 4,5 9,147 0 0
SCANA CORP NEW COM 80589M102 1,253 16,560 SH   DFND 4,5 16,560 0 0
SCHEIN HENRY INC COM 806407102 12 70 SH   DFND 4,8 70 0 0
SCHEIN HENRY INC COM 806407102 119 671 SH   DFND 4,5,9,10 671 0 0
SCHEIN HENRY INC COM 806407102 179 1,014 SH   DFND 4,5,9,10 1,014 0 0
SCHEIN HENRY INC COM 806407102 274 1,550 SH   DFND 4,6 1,550 0 0
SCHEIN HENRY INC COM 806407102 1,326 7,500 SH   DFND 4,5 7,500 0 0
SCHEIN HENRY INC COM 806407102 2,952 16,694 SH   DFND 4,5 16,694 0 0
SCHEIN HENRY INC COM 806407102 3,450 19,511 SH   DFND 4,5 19,511 0 0
SCHLUMBERGER LTD COM 806857108 100 1,269 SH   DFND 4,8 1,269 0 0
SCHLUMBERGER LTD COM 806857108 214 2,700 SH   DFND 4,5 2,700 0 0
SCHLUMBERGER LTD COM 806857108 386 4,875 SH   DFND 4,5 4,875 0 0
SCHLUMBERGER LTD COM 806857108 413 5,226 SH   DFND   5,226 0 0
SCHLUMBERGER LTD COM 806857108 490 6,200 SH   DFND 4,5 6,200 0 0
SCHLUMBERGER LTD COM 806857108 642 8,120 SH   DFND   8,120 0 0
SCHLUMBERGER LTD COM 806857108 1,503 19,000 SH   DFND 4,8 19,000 0 0
SCHLUMBERGER LTD COM 806857108 1,803 22,800 SH   DFND 4,5 22,800 0 0
SCHLUMBERGER LTD COM 806857108 4,880 61,712 SH   DFND 4,5,9,10 61,712 0 0
SCHLUMBERGER LTD COM 806857108 9,560 120,891 SH   DFND 4,6 120,891 0 0
SCHLUMBERGER LTD COM 806857108 11,006 139,174 SH   DFND 4,6 139,174 0 0
SCHLUMBERGER LTD COM 806857108 11,311 143,026 SH   DFND 4,5 143,026 0 0
SCHLUMBERGER LTD COM 806857108 13,135 166,100 SH   DFND 4,5 166,100 0 0
SCHLUMBERGER LTD COM 806857108 41,943 530,384 SH   DFND 4,5 530,384 0 0
SCHLUMBERGER LTD COM 806857108 53,038 670,684 SH   DFND 4,5,9,10 670,684 0 0
SCHWAB CHARLES CORP NEW COM 808513105 167 6,600 SH   DFND 4,5,9,10 6,600 0 0
SCHWAB CHARLES CORP NEW COM 808513105 409 16,173 SH   DFND 4,5,9,10 16,173 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,068 42,200 SH   DFND 4,6 42,200 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,726 107,698 SH   DFND 4,5 107,698 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,877 113,671 SH   DFND 4,5 113,671 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 667 9,540 SH   DFND 1,3 9,540 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 833 11,922 SH   DFND 4,5 11,922 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 6,002 85,860 SH   DFND 1,2 85,860 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 42 668 SH   DFND 4,5,9,10 668 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 85 1,366 SH   DFND 4,5,9,10 1,366 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 156 2,500 SH   DFND 4,6 2,500 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 343 5,505 SH   DFND 4,5 5,505 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 585 9,400 SH   DFND 4,5 9,400 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 608 9,760 SH   DFND 4,5 9,760 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 3,643 58,500 SH   DFND 4,6 58,500 0 0
SEALED AIR CORP NEW COM 81211K100 51 1,100 SH   DFND 4,5,9,10 1,100 0 0
SEALED AIR CORP NEW COM 81211K100 120 2,610 SH   DFND 4,6 2,610 0 0
SEALED AIR CORP NEW COM 81211K100 205 4,454 SH   DFND 4,5,9,10 4,454 0 0
SEALED AIR CORP NEW COM 81211K100 454 9,883 SH   DFND 4,8 9,883 0 0
SEALED AIR CORP NEW COM 81211K100 882 19,180 SH   DFND 4,5 19,180 0 0
SEALED AIR CORP NEW COM 81211K100 1,071 23,301 SH   DFND 4,5 23,301 0 0
SEALED AIR CORP NEW COM 81211K100 1,874 40,766 SH   DFND 4,5 40,766 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 246 3,430 SH   DFND 1 3,430 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 331 6,000 SH   DFND 1 6,000 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 516 7,567 SH   DFND 1 7,567 0 0
SECUREWORKS CORP CL A 81374A105 7 511 SH   DFND 4,5 511 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 88 3,400 SH   DFND 4,5,9,10 3,400 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 90 3,475 SH   DFND 4,5 3,475 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 366 14,100 SH   DFND 4,5 14,100 0 0
SEMPRA ENERGY COM 816851109 376 3,300 SH   DFND 4,5,9,10 3,300 0 0
SEMPRA ENERGY COM 816851109 446 3,911 SH   DFND 4,5 3,911 0 0
SEMPRA ENERGY COM 816851109 1,380 12,099 SH   DFND 4,5 12,099 0 0
SEMPRA ENERGY COM 816851109 3,618 31,730 SH   DFND 4,5 31,730 0 0
SEMPRA ENERGY COM 816851109 18,175 159,400 SH   DFND 4,5,9,10 159,400 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 212 10,154 SH   DFND 4,5 10,154 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 331 15,900 SH   DFND 4,5,9,10 15,900 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,398 67,114 SH   DFND 4,5 67,114 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 40 800 SH   DFND 4,5,9,10 800 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 49 988 SH   DFND 4,5 988 0 0
SERVICE CORP INTL COM 817565104 714 26,416 SH   DFND 4,5,7 26,416 0 0
SERVICE CORP INTL COM 817565104 971 35,901 SH   DFND 1,3 35,901 0 0
SERVICE CORP INTL COM 817565104 7,019 259,560 SH   DFND 1,2 259,560 0 0
SERVICENOW INC COM 81762P102 20 300 SH   DFND 4,5,9,10 300 0 0
SERVICENOW INC COM 81762P102 113 1,700 SH   DFND 4,5,9,10 1,700 0 0
SERVICENOW INC COM 81762P102 384 5,787 SH   DFND 4,5 5,787 0 0
SERVICENOW INC COM 81762P102 1,021 15,379 SH   DFND 4,5 15,379 0 0
SERVICENOW INC COM 81762P102 1,042 15,700 SH   DFND 4,5 15,700 0 0
SERVICENOW INC SR CV ZERO NT 18 81762PAB8 399 359,000 PRN   DFND 4,5 0 0 359,000
SERVICENOW INC SR CV ZERO NT 18 81762PAB8 7,575 6,809,000 PRN   DFND 4,5,7 0 0 6,809,000
SHAW COMMUNICATIONS INC CL B CONV 82028K200 9 476 SH   DFND 4,8 476 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 48 2,500 SH   DFND 4,5,9,10 2,500 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 301 15,672 SH   DFND 4,5 15,672 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 994 51,781 SH   DFND 4,5 51,781 0 0
SHERWIN WILLIAMS CO COM 824348106 97 330 SH   DFND 4,8 330 0 0
SHERWIN WILLIAMS CO COM 824348106 117 400 SH   DFND 1,2 400 0 0
SHERWIN WILLIAMS CO COM 824348106 206 700 SH   DFND 4,5 700 0 0
SHERWIN WILLIAMS CO COM 824348106 1,467 4,995 SH   DFND 4,5 4,995 0 0
SHERWIN WILLIAMS CO COM 824348106 1,625 5,534 SH   DFND 4,5 5,534 0 0
SHERWIN WILLIAMS CO COM 824348106 3,144 10,705 SH   DFND 4,5 10,705 0 0
SHERWIN WILLIAMS CO COM 824348106 3,495 11,900 SH   DFND 4,6 11,900 0 0
SHERWIN WILLIAMS CO COM 824348106 3,694 12,579 SH   DFND 4,5,9,10 12,579 0 0
SHERWIN WILLIAMS CO COM 824348106 5,498 18,720 SH   DFND 4,6 18,720 0 0
SHERWIN WILLIAMS CO COM 824348106 34,754 118,342 SH   DFND 4,5,9,10 118,342 0 0
SHIRE PLC SPONSORED ADR 82481R106 213 1,156 SH   DFND 4,5,7 1,156 0 0
SHIRE PLC SPONSORED ADR 82481R106 356 1,932 SH   DFND 4,5,7 1,932 0 0
SHIRE PLC SPONSORED ADR 82481R106 11,800 64,100 SH   DFND 4,5,7 64,100 0 0
SHUTTERSTOCK INC COM 825690100 284 6,200 SH   DFND 4,5 6,200 0 0
SIFY TECHNOLOGIES LIMITED SPONSORED ADR 82655M107 0 5 SH   DFND 1,3 5 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 75 600 SH   DFND 4,5,9,10 600 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 150 1,200 SH   DFND 4,6 1,200 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 234 1,876 SH   DFND 4,5 1,876 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,244 9,959 SH   DFND 4,5 9,959 0 0
SILICON LABORATORIES INC COM 826919102 677 13,895 SH   DFND 4,5 13,895 0 0
SILGAN HOLDINGS INC COM 827048109 14 271 SH   DFND 4,5 271 0 0
SILICONWARE PRECISION INDS LTD SPONSD ADR SPL 827084864 617 80,570 SH   DFND 4,5 80,570 0 0
SILICONWARE PRECISION INDS LTD SPONSD ADR SPL 827084864 5,111 667,275 SH   DFND 4,5 667,275 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 28 1,633 SH   DFND 4,5 1,633 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 34 2,000 SH   DFND 4,5,9,10 2,000 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 83 4,856 SH   DFND 4,5 4,856 0 0
SILVER WHEATON CORP COM 828336107 6 258 SH   DFND 4,8 258 0 0
SILVER WHEATON CORP COM 828336107 49 2,100 SH   DFND 4,5,9,10 2,100 0 0
SILVER WHEATON CORP COM 828336107 179 7,596 SH   DFND 4,5,9,10 7,596 0 0
SILVER WHEATON CORP COM 828336107 345 14,662 SH   DFND 4,5 14,662 0 0
SILVER WHEATON CORP COM 828336107 353 15,000 SH   DFND 4,6 15,000 0 0
SILVER WHEATON CORP COM 828336107 1,094 46,508 SH   DFND 4,5 46,508 0 0
SILVER WHEATON CORP COM 828336107 13,530 575,000 SH   DFND 4,6 575,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 212 976 SH   DFND   976 0 0
SIMON PPTY GROUP INC NEW COM 828806109 217 1,000 SH   DFND 4,5 1,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 218 1,007 SH   DFND 4,8 1,007 0 0
SIMON PPTY GROUP INC NEW COM 828806109 2,883 13,293 SH   DFND 4,5 13,293 0 0
SIMON PPTY GROUP INC NEW COM 828806109 3,242 14,946 SH   DFND 4,6 14,946 0 0
SIMON PPTY GROUP INC NEW COM 828806109 4,338 20,000 SH   DFND 4,6 20,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 4,440 20,470 SH   DFND 4,5,9,10 20,470 0 0
SIMON PPTY GROUP INC NEW COM 828806109 19,368 89,294 SH   DFND 4,5 89,294 0 0
SIMON PPTY GROUP INC NEW COM 828806109 23,026 106,158 SH   DFND 4,5 106,158 0 0
SIMON PPTY GROUP INC NEW COM 828806109 59,196 272,919 SH   DFND 4,5,9,10 272,919 0 0
SINA CORP SR CONV NT 1%18 82922RAD5 335 341,000 PRN   DFND 4,5,7 0 0 341,000
SINA CORP SR CONV NT 1%18 82922RAD5 1,292 1,316,000 PRN   DFND 4,5,7 0 0 1,316,000
SIRIUS XM HLDGS INC COM 82968B103 9 2,202 SH   DFND 4,8 2,202 0 0
SIRIUS XM HLDGS INC COM 82968B103 90 22,800 SH   DFND 4,5,9,10 22,800 0 0
SIRIUS XM HLDGS INC COM 82968B103 131 33,190 SH   DFND 4,5,9,10 33,190 0 0
SIRIUS XM HLDGS INC COM 82968B103 415 105,028 SH   DFND 4,5 105,028 0 0
SIRIUS XM HLDGS INC COM 82968B103 721 182,539 SH   DFND 4,5 182,539 0 0
SKECHERS U S A INC CL A 830566105 214 7,196 SH   DFND 4,5 7,196 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 101 1,600 SH   DFND   1,600 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 113 1,789 SH   DFND 4,5,9,10 1,789 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 190 3,000 SH   DFND 4,5,9,10 3,000 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 420 6,633 SH   DFND   6,633 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 734 11,600 SH   DFND 4,6 11,600 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 756 11,944 SH   DFND 4,5 11,944 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 928 14,671 SH   DFND 4,5 14,671 0 0
SMITH A O COM 831865209 11 120 SH   DFND 4,5,9,10 120 0 0
SMITH A O COM 831865209 579 6,567 SH   DFND 4,5 6,567 0 0
SMITH A O COM 831865209 3,474 39,426 SH   DFND 4,5 39,426 0 0
SMUCKER J M CO COM NEW 832696405 0 2 SH   DFND 1,3 2 0 0
SMUCKER J M CO COM NEW 832696405 152 1,000 SH   DFND 4,5 1,000 0 0
SMUCKER J M CO COM NEW 832696405 181 1,185 SH   DFND 4,8 1,185 0 0
SMUCKER J M CO COM NEW 832696405 1,585 10,400 SH   DFND 1,2 10,400 0 0
SMUCKER J M CO COM NEW 832696405 2,674 17,548 SH   DFND 4,5 17,548 0 0
SMUCKER J M CO COM NEW 832696405 2,778 18,229 SH   DFND 4,5,9,10 18,229 0 0
SMUCKER J M CO COM NEW 832696405 7,035 46,159 SH   DFND 4,5 46,159 0 0
SMUCKER J M CO COM NEW 832696405 11,095 72,800 SH   DFND 1,2 72,800 0 0
SMUCKER J M CO COM NEW 832696405 35,979 236,070 SH   DFND 4,5,9,10 236,070 0 0
SNAP ON INC COM 833034101 55 350 SH   DFND 4,5,9,10 350 0 0
SNAP ON INC COM 833034101 72 458 SH   DFND 4,8 458 0 0
SNAP ON INC COM 833034101 1,522 9,644 SH   DFND 4,5 9,644 0 0
SNAP ON INC COM 833034101 4,256 26,967 SH   DFND 4,5 26,967 0 0
SNYDERS-LANCE INC COM 833551104 529 15,613 SH   DFND 4,5 15,613 0 0
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B 833635105 440 17,800 SH   DFND 4,5 17,800 0 0
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B 833635105 937 37,900 SH   DFND 4,6 37,900 0 0
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B 833635105 2,180 88,200 SH   DFND 4,5 88,200 0 0
SOLARCITY CORP SR CV NT1.625%19 83416TAC4 1,078 1,635,000 PRN   DFND 4,5,7 0 0 1,635,000
SONIC CORP COM 835451105 568 21,000 SH   DFND 1,3 21,000 0 0
SONIC CORP COM 835451105 1,087 40,200 SH   DFND 4,6 40,200 0 0
SONIC CORP COM 835451105 5,112 189,000 SH   DFND 1,2 189,000 0 0
SONOCO PRODS CO COM 835495102 1,606 32,343 SH   DFND 4,5 32,343 0 0
SONY CORP ADR NEW 835699307 1,256 42,787 SH   DFND 4,5,7 42,787 0 0
SOUTHERN CO COM 842587107 75 1,400 SH   DFND 4,5 1,400 0 0
SOUTHERN CO COM 842587107 174 3,239 SH   DFND 4,8 3,239 0 0
SOUTHERN CO COM 842587107 397 7,400 SH   DFND 4,6 7,400 0 0
SOUTHERN CO COM 842587107 1,905 35,514 SH   DFND 4,5,9,10 35,514 0 0
SOUTHERN CO COM 842587107 2,392 44,600 SH   DFND 4,6 44,600 0 0
SOUTHERN CO COM 842587107 2,772 51,687 SH   DFND 4,5 51,687 0 0
SOUTHERN CO COM 842587107 4,787 89,254 SH   DFND 4,5 89,254 0 0
SOUTHERN CO COM 842587107 40,775 760,310 SH   DFND 4,5,9,10 760,310 0 0
SOUTHERN COPPER CORP COM 84265V105 62 2,300 SH   DFND 4,5 2,300 0 0
SOUTHERN COPPER CORP COM 84265V105 301 11,153 SH   DFND 4,5 11,153 0 0
SOUTHWEST AIRLS CO COM 844741108 10 262 SH   DFND 4,5,9,10 262 0 0
SOUTHWEST AIRLS CO COM 844741108 33 842 SH   DFND 4,8 842 0 0
SOUTHWEST AIRLS CO COM 844741108 173 4,400 SH   DFND 4,5,9,10 4,400 0 0
SOUTHWEST AIRLS CO COM 844741108 200 5,100 SH   DFND 4,6 5,100 0 0
SOUTHWEST AIRLS CO COM 844741108 659 16,800 SH   DFND 4,6 16,800 0 0
SOUTHWEST AIRLS CO COM 844741108 3,015 76,886 SH   DFND 4,5 76,886 0 0
SOUTHWEST AIRLS CO COM 844741108 5,490 140,023 SH   DFND 4,5 140,023 0 0
SOUTHWESTERN ENERGY CO COM 845467109 74 5,910 SH   DFND 4,5,9,10 5,910 0 0
SOUTHWESTERN ENERGY CO COM 845467109 304 24,178 SH   DFND 4,5 24,178 0 0
SOUTHWESTERN ENERGY CO COM 845467109 507 40,263 SH   DFND 4,5 40,263 0 0
SOVRAN SELF STORAGE INC COM 84610H108 204 1,945 SH   DFND 4,5 1,945 0 0
SOVRAN SELF STORAGE INC COM 84610H108 273 2,600 SH   DFND 4,5,9,10 2,600 0 0
SOVRAN SELF STORAGE INC COM 84610H108 1,292 12,317 SH   DFND 4,5 12,317 0 0
SOVRAN SELF STORAGE INC COM 84610H108 1,535 14,629 SH   DFND 4,5 14,629 0 0
SPECTRA ENERGY CORP COM 847560109 143 3,900 SH   DFND 4,5,9,10 3,900 0 0
SPECTRA ENERGY CORP COM 847560109 154 4,198 SH   DFND 4,5,9,10 4,198 0 0
SPECTRA ENERGY CORP COM 847560109 418 11,400 SH   DFND 4,6 11,400 0 0
SPECTRA ENERGY CORP COM 847560109 597 16,300 SH   DFND 4,6 16,300 0 0
SPECTRA ENERGY CORP COM 847560109 1,082 29,532 SH   DFND 4,5 29,532 0 0
SPECTRA ENERGY CORP COM 847560109 4,483 122,399 SH   DFND 4,5 122,399 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 65 547 SH   DFND 1,3 547 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 871 7,300 SH   DFND 4,5 7,300 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 1,468 12,300 SH   DFND 4,6 12,300 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 5,558 46,583 SH   DFND 1,2 46,583 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 38,905 326,081 SH   DFND 1,2 326,081 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 67 1,568 SH   DFND 4,8 1,568 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 151 3,500 SH   DFND 4,5 3,500 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,627 61,100 SH   DFND 4,5,9,10 61,100 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 35,818 832,970 SH   DFND 4,5,9,10 832,970 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 252 19,695 SH   DFND 4,5 19,695 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 332 26,000 SH   DFND 4,5,9,10 26,000 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 1,544 120,925 SH   DFND 4,5 120,925 0 0
SPLUNK INC COM 848637104 76 1,400 SH   DFND 4,5,9,10 1,400 0 0
SPLUNK INC COM 848637104 330 6,094 SH   DFND 4,5 6,094 0 0
SPLUNK INC COM 848637104 476 8,791 SH   DFND 4,5 8,791 0 0
SPRINT CORP COM SER 1 85207U105 21 4,737 SH   DFND 4,5,9,10 4,737 0 0
SPRINT CORP COM SER 1 85207U105 60 13,258 SH   DFND 4,5,9,10 13,258 0 0
SPRINT CORP COM SER 1 85207U105 313 69,152 SH   DFND 4,5 69,152 0 0
SPRINT CORP COM SER 1 85207U105 315 69,564 SH   DFND 4,5 69,564 0 0
SPROUTS FMRS MKT INC COM 85208M102 364 15,899 SH   DFND 4,5 15,899 0 0
STAG INDL INC COM 85254J102 84 3,546 SH   DFND 4,5 3,546 0 0
STAG INDL INC COM 85254J102 88 3,700 SH   DFND 4,5,9,10 3,700 0 0
STAG INDL INC COM 85254J102 405 17,000 SH   DFND 4,5 17,000 0 0
STAMPS COM INC COM NEW 852857200 629 7,200 SH   DFND 4,6 7,200 0 0
STANDARD PAC CORP NEW SR CV NT 1.25%32 85375CBC4 433 403,000 PRN   DFND 4,5 0 0 403,000
STANDEX INTL CORP COM 854231107 760 9,200 SH   DFND 1,3 9,200 0 0
STANDEX INTL CORP COM 854231107 6,842 82,800 SH   DFND 1,2 82,800 0 0
STANLEY BLACK & DECKER INC COM 854502101 32 286 SH   DFND 4,8 286 0 0
STANLEY BLACK & DECKER INC COM 854502101 44 400 SH   DFND 4,5 400 0 0
STANLEY BLACK & DECKER INC COM 854502101 868 7,800 SH   DFND 4,6 7,800 0 0
STANLEY BLACK & DECKER INC COM 854502101 934 8,400 SH   DFND 4,6 8,400 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,049 9,430 SH   DFND 4,5,9,10 9,430 0 0
STANLEY BLACK & DECKER INC COM 854502101 4,706 42,312 SH   DFND 4,5 42,312 0 0
STANLEY BLACK & DECKER INC COM 854502101 8,253 74,208 SH   DFND 4,5 74,208 0 0
STANLEY BLACK & DECKER INC COM 854502101 13,618 122,440 SH   DFND 4,5,9,10 122,440 0 0
STANTEC INC COM 85472N109 247 10,200 SH   DFND 1,3 10,200 0 0
STANTEC INC COM 85472N109 2,224 91,800 SH   DFND 1,2 91,800 0 0
STAPLES INC COM 855030102 37 4,300 SH   DFND 4,5,9,10 4,300 0 0
STAPLES INC COM 855030102 40 4,646 SH   DFND 4,8 4,646 0 0
STAPLES INC COM 855030102 64 7,400 SH   DFND 4,5,9,10 7,400 0 0
STAPLES INC COM 855030102 433 50,223 SH   DFND 4,5 50,223 0 0
STAPLES INC COM 855030102 733 85,027 SH   DFND 4,5 85,027 0 0
STARBUCKS CORP COM 855244109 43 760 SH   DFND 4,8 760 0 0
STARBUCKS CORP COM 855244109 95 1,660 SH   DFND 1,2 1,660 0 0
STARBUCKS CORP COM 855244109 112 1,969 SH   DFND 1,3 1,969 0 0
STARBUCKS CORP COM 855244109 587 10,282 SH   DFND 4,5,9,10 10,282 0 0
STARBUCKS CORP COM 855244109 912 15,974 SH   DFND 4,5,9,10 15,974 0 0
STARBUCKS CORP COM 855244109 1,251 21,900 SH   DFND 4,6 21,900 0 0
STARBUCKS CORP COM 855244109 5,124 89,709 SH   DFND 1,2 89,709 0 0
STARBUCKS CORP COM 855244109 6,917 121,099 SH   DFND 4,5 121,099 0 0
STARBUCKS CORP COM 855244109 13,258 232,106 SH   DFND 4,5 232,106 0 0
STARBUCKS CORP COM 855244109 15,222 266,486 SH   DFND 4,6 266,486 0 0
STARBUCKS CORP COM 855244109 35,786 626,500 SH   DFND 1,2 626,500 0 0
STARWOOD PPTY TR INC SR CV NT 4.55%18 85571BAA3 1,152 1,106,000 PRN   DFND 4,5,7 0 0 1,106,000
STARWOOD PPTY TR INC SR CONV NT 4%19 85571BAB1 1,254 1,191,000 PRN   DFND 4,5,7 0 0 1,191,000
STARWOOD PPTY TR INC SR CV NT 3.75%17 85571BAC9 2,245 2,227,000 PRN   DFND 4,5,7 0 0 2,227,000
STARWOOD WAYPOINT RESIDENTL TR SR CONV NT 3%19 85571WAB5 2,387 2,165,000 PRN   DFND 4,5,7 0 0 2,165,000
STARWOOD WAYPOINT RESIDENTL TR SR CONV NT4.5%17 85571WAD1 585 532,000 PRN   DFND 4,5,7 0 0 532,000
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 0 4 SH   DFND   4 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 55 750 SH   DFND 4,5 750 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 101 1,369 SH   DFND 4,5,9,10 1,369 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 202 2,726 SH   DFND 4,5,9,10 2,726 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 583 7,888 SH   DFND 4,5 7,888 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 740 10,006 SH   DFND 4,5 10,006 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 1,725 23,331 SH   DFND 4,5,7 23,331 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 2,883 38,990 SH   DFND 4,5,7 38,990 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 6,338 85,700 SH   DFND 4,5,7 85,700 0 0
STATE STR CORP COM 857477103 108 2,000 SH   DFND 4,5,9,10 2,000 0 0
STATE STR CORP COM 857477103 261 4,840 SH   DFND 4,5,9,10 4,840 0 0
STATE STR CORP COM 857477103 1,168 21,654 SH   DFND 4,5 21,654 0 0
STATE STR CORP COM 857477103 2,162 40,100 SH   DFND 4,6 40,100 0 0
STATE STR CORP COM 857477103 2,276 42,209 SH   DFND 4,5 42,209 0 0
STERICYCLE INC COM 858912108 52 500 SH   DFND 4,5,9,10 500 0 0
STERICYCLE INC COM 858912108 112 1,080 SH   DFND 4,5,9,10 1,080 0 0
STERICYCLE INC COM 858912108 140 1,341 SH   DFND   1,341 0 0
STERICYCLE INC COM 858912108 751 7,211 SH   DFND 4,5 7,211 0 0
STERICYCLE INC COM 858912108 3,884 37,303 SH   DFND 4,5 37,303 0 0
STORE CAP CORP COM 862121100 188 6,368 SH   DFND 4,5 6,368 0 0
STORE CAP CORP COM 862121100 241 8,200 SH   DFND 4,5,9,10 8,200 0 0
STORE CAP CORP COM 862121100 1,171 39,754 SH   DFND 4,5 39,754 0 0
STRYKER CORP COM 863667101 107 890 SH   DFND 4,8 890 0 0
STRYKER CORP COM 863667101 197 1,642 SH   DFND   1,642 0 0
STRYKER CORP COM 863667101 228 1,900 SH   DFND 4,5,9,10 1,900 0 0
STRYKER CORP COM 863667101 300 2,500 SH   DFND 4,8 2,500 0 0
STRYKER CORP COM 863667101 483 4,031 SH   DFND 4,5,9,10 4,031 0 0
STRYKER CORP COM 863667101 824 6,876 SH   DFND   6,876 0 0
STRYKER CORP COM 863667101 1,138 9,500 SH   DFND 4,5 9,500 0 0
STRYKER CORP COM 863667101 3,595 30,000 SH   DFND 4,6 30,000 0 0
STRYKER CORP COM 863667101 4,402 36,738 SH   DFND 4,5 36,738 0 0
STRYKER CORP COM 863667101 4,805 40,100 SH   DFND 4,6 40,100 0 0
STRYKER CORP COM 863667101 4,980 41,561 SH   DFND 4,5 41,561 0 0
STUDENT TRANSN INC COM 86388A108 514 100,000 SH   DFND 4,5,9,10 100,000 0 0
SUMMIT HOTEL PPTYS COM 866082100 47 3,556 SH   DFND 4,5 3,556 0 0
SUMMIT HOTEL PPTYS COM 866082100 64 4,800 SH   DFND 4,5,9,10 4,800 0 0
SUMMIT HOTEL PPTYS COM 866082100 274 20,700 SH   DFND 4,5 20,700 0 0
SUN CMNTYS INC COM 866674104 188 2,458 SH   DFND 4,5 2,458 0 0
SUN CMNTYS INC COM 866674104 291 3,800 SH   DFND 4,5,9,10 3,800 0 0
SUN CMNTYS INC COM 866674104 1,306 17,041 SH   DFND 4,5 17,041 0 0
SUN LIFE FINL INC COM 866796105 103 3,129 SH   DFND 4,8 3,129 0 0
SUN LIFE FINL INC COM 866796105 240 7,300 SH   DFND 4,5 7,300 0 0
SUN LIFE FINL INC COM 866796105 247 7,522 SH   DFND 4,5 7,522 0 0
SUN LIFE FINL INC COM 866796105 809 24,636 SH   DFND 4,5 24,636 0 0
SUN LIFE FINL INC COM 866796105 4,370 133,120 SH   DFND 4,5,9,10 133,120 0 0
SUN LIFE FINL INC COM 866796105 5,081 154,771 SH   DFND 4,5 154,771 0 0
SUN LIFE FINL INC COM 866796105 34,153 1,040,300 SH   DFND 4,5,9,10 1,040,300 0 0
SUNCOR ENERGY INC NEW COM 867224107 75 2,700 SH   DFND 4,5 2,700 0 0
SUNCOR ENERGY INC NEW COM 867224107 127 4,575 SH   DFND 4,8 4,575 0 0
SUNCOR ENERGY INC NEW COM 867224107 239 8,609 SH   DFND   8,609 0 0
SUNCOR ENERGY INC NEW COM 867224107 1,439 51,881 SH   DFND 4,5 51,881 0 0
SUNCOR ENERGY INC NEW COM 867224107 1,679 60,553 SH   DFND 4,5,9,10 60,553 0 0
SUNCOR ENERGY INC NEW COM 867224107 2,379 85,800 SH   DFND 4,6 85,800 0 0
SUNCOR ENERGY INC NEW COM 867224107 2,608 94,042 SH   DFND 4,5 94,042 0 0
SUNCOR ENERGY INC NEW COM 867224107 4,731 170,600 SH   DFND 4,6 170,600 0 0
SUNCOR ENERGY INC NEW COM 867224107 24,954 899,896 SH   DFND 4,5,9,10 899,896 0 0
SUNPOWER CORP SR CV DEB0.75%18 867652AG4 277 292,000 PRN   DFND 4,5,7 0 0 292,000
SUNSTONE HOTEL INVS INC NEW COM 867892101 112 9,262 SH   DFND 4,5 9,262 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 142 11,752 SH   DFND 4,5,9,10 11,752 0 0
SUNTRUST BKS INC COM 867914103 119 2,900 SH   DFND 4,5,9,10 2,900 0 0
SUNTRUST BKS INC COM 867914103 165 4,014 SH   DFND 4,5,9,10 4,014 0 0
SUNTRUST BKS INC COM 867914103 279 6,800 SH   DFND 4,6 6,800 0 0
SUNTRUST BKS INC COM 867914103 678 16,500 SH   DFND 4,5 16,500 0 0
SUNTRUST BKS INC COM 867914103 1,075 26,158 SH   DFND 4,5 26,158 0 0
SUNTRUST BKS INC COM 867914103 3,169 77,141 SH   DFND 4,5 77,141 0 0
SYMANTEC CORP COM 871503108 5 262 SH   DFND 4,8 262 0 0
SYMANTEC CORP COM 871503108 45 2,200 SH   DFND 4,5,9,10 2,200 0 0
SYMANTEC CORP COM 871503108 203 9,896 SH   DFND 4,5,9,10 9,896 0 0
SYMANTEC CORP COM 871503108 656 31,917 SH   DFND 4,5 31,917 0 0
SYMANTEC CORP COM 871503108 869 42,300 SH   DFND 4,5 42,300 0 0
SYMANTEC CORP COM 871503108 2,706 131,766 SH   DFND 4,6 131,766 0 0
SYMANTEC CORP COM 871503108 15,514 755,293 SH   DFND 4,5 755,293 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 347 10,900 SH   DFND 4,5 10,900 0 0
SYNAPTICS INC COM 87157D109 109 2,033 SH   DFND 4,5 2,033 0 0
SYNAPTICS INC COM 87157D109 328 6,100 SH   DFND 4,5 6,100 0 0
SYNOPSYS INC COM 871607107 49 900 SH   DFND 4,5,9,10 900 0 0
SYNOPSYS INC COM 871607107 93 1,727 SH   DFND 4,8 1,727 0 0
SYNOPSYS INC COM 871607107 209 3,857 SH   DFND 4,5,9,10 3,857 0 0
SYNOPSYS INC COM 871607107 356 6,582 SH   DFND 4,5 6,582 0 0
SYNOPSYS INC COM 871607107 1,996 36,900 SH   DFND 4,8 36,900 0 0
SYNOPSYS INC COM 871607107 18,943 350,270 SH   DFND 4,5 350,270 0 0
SYNOPSYS INC COM 871607107 21,107 390,300 SH   DFND 4,5 390,300 0 0
SYNNEX CORP COM 87162W100 146 1,536 SH   DFND 4,5 1,536 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 17 4,497 SH   DFND 1 4,497 0 0
SYNERGY RES CORP COM 87164P103 253 38,000 SH   DFND 1,3 38,000 0 0
SYNERGY RES CORP COM 87164P103 2,278 342,000 SH   DFND 1,2 342,000 0 0
SYNCHRONY FINL COM 87165B103 119 4,700 SH   DFND 4,5,9,10 4,700 0 0
SYNCHRONY FINL COM 87165B103 245 9,700 SH   DFND 4,5,9,10 9,700 0 0
SYNCHRONY FINL COM 87165B103 918 36,304 SH   DFND   36,304 0 0
SYNCHRONY FINL COM 87165B103 1,618 63,987 SH   DFND 4,5 63,987 0 0
SYNCHRONY FINL COM 87165B103 3,811 150,736 SH   DFND 4,5,7 150,736 0 0
SYNCHRONY FINL COM 87165B103 10,292 407,116 SH   DFND 4,5 407,116 0 0
SYSCO CORP COM 871829107 183 3,600 SH   DFND 4,5,9,10 3,600 0 0
SYSCO CORP COM 871829107 394 7,768 SH   DFND 4,5,9,10 7,768 0 0
SYSCO CORP COM 871829107 1,238 24,400 SH   DFND 4,6 24,400 0 0
SYSCO CORP COM 871829107 3,560 70,153 SH   DFND 4,5 70,153 0 0
SYSCO CORP COM 871829107 10,368 204,331 SH   DFND 4,5 204,331 0 0
TCF FINL CORP COM 872275102 1,579 124,818 SH   DFND 4,5 124,818 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 46 1,625 SH   DFND 4,5,9,10 1,625 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 151 5,298 SH   DFND 4,5,9,10 5,298 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 188 6,600 SH   DFND 4,8 6,600 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 698 24,514 SH   DFND 4,8 24,514 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 2,003 70,330 SH   DFND 4,5 70,330 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 5,866 206,012 SH   DFND 4,5 206,012 0 0
TECO ENERGY INC COM 872375100 269 9,727 SH   DFND 4,5 9,727 0 0
TECO ENERGY INC COM 872375100 432 15,637 SH   DFND 4,5 15,637 0 0
TJX COS INC NEW COM 872540109 13 172 SH   DFND 4,8 172 0 0
TJX COS INC NEW COM 872540109 34 435 SH   DFND 1,2 435 0 0
TJX COS INC NEW COM 872540109 406 5,255 SH   DFND 4,5,9,10 5,255 0 0
TJX COS INC NEW COM 872540109 715 9,254 SH   DFND 4,5,9,10 9,254 0 0
TJX COS INC NEW COM 872540109 1,182 15,311 SH   DFND 4,5 15,311 0 0
TJX COS INC NEW COM 872540109 2,003 25,933 SH   DFND 4,5 25,933 0 0
TJX COS INC NEW COM 872540109 3,165 40,979 SH   DFND 4,5 40,979 0 0
TJX COS INC NEW COM 872540109 3,313 42,896 SH   DFND 1,3 42,896 0 0
TJX COS INC NEW COM 872540109 5,822 75,390 SH   DFND 4,6 75,390 0 0
TJX COS INC NEW COM 872540109 6,493 84,074 SH   DFND 4,5 84,074 0 0
TJX COS INC NEW COM 872540109 8,645 111,944 SH   DFND 4,6 111,944 0 0
TJX COS INC NEW COM 872540109 11,189 144,877 SH   DFND 1,2 144,877 0 0
TJX COS INC NEW COM 872540109 77,488 1,003,338 SH   DFND 1,2 1,003,338 0 0
T MOBILE US INC COM 872590104 130 3,000 SH   DFND 4,5 3,000 0 0
T MOBILE US INC COM 872590104 182 4,212 SH   DFND 4,8 4,212 0 0
T MOBILE US INC COM 872590104 805 18,600 SH   DFND 4,5,7 18,600 0 0
T MOBILE US INC COM 872590104 811 18,742 SH   DFND 4,5 18,742 0 0
T MOBILE US INC COM 872590104 2,484 57,400 SH   DFND 4,5,9,10 57,400 0 0
T MOBILE US INC COM 872590104 4,073 94,127 SH   DFND 4,5 94,127 0 0
T MOBILE US INC COM 872590104 33,544 775,230 SH   DFND 4,5,9,10 775,230 0 0
TRI POINTE GROUP INC COM 87265H109 207 17,506 SH   DFND 4,5 17,506 0 0
TABLEAU SOFTWARE INC CL A 87336U105 83 1,700 SH   DFND 4,6 1,700 0 0
TABLEAU SOFTWARE INC CL A 87336U105 289 5,900 SH   DFND 4,5 5,900 0 0
TAHOE RES INC COM 873868103 10,579 706,700 SH   DFND 4,6 706,700 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 10,859 414,000 SH   DFND 4,5 414,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 11,528 439,500 SH   DFND 4,5 439,500 0 0
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 739 19,500 SH   DFND 4,5,7 19,500 0 0
TALEN ENERGY CORP COM 87422J105 0 1 SH   DFND 4,6 1 0 0
TALEN ENERGY CORP COM 87422J105 94 6,930 SH   DFND 4,5,7 6,930 0 0
TALEN ENERGY CORP COM 87422J105 532 39,255 SH   DFND 4,5 39,255 0 0
TANGER FACTORY OUTLET CTRS INC COM 875465106 165 4,100 SH   DFND 4,5 4,100 0 0
TANGER FACTORY OUTLET CTRS INC COM 875465106 209 5,200 SH   DFND 4,5,9,10 5,200 0 0
TANGER FACTORY OUTLET CTRS INC COM 875465106 996 24,800 SH   DFND 4,5 24,800 0 0
TANGER FACTORY OUTLET CTRS INC COM 875465106 2,096 52,155 SH   DFND 4,5 52,155 0 0
TARGET CORP COM 87612E106 56 800 SH   DFND 4,8 800 0 0
TARGET CORP COM 87612E106 72 1,035 SH   DFND 4,5 1,035 0 0
TARGET CORP COM 87612E106 98 1,400 SH   DFND 4,5 1,400 0 0
TARGET CORP COM 87612E106 300 4,290 SH   DFND 4,6 4,290 0 0
TARGET CORP COM 87612E106 335 4,800 SH   DFND   4,800 0 0
TARGET CORP COM 87612E106 349 5,000 SH   DFND 4,5 5,000 0 0
TARGET CORP COM 87612E106 2,212 31,677 SH   DFND 4,5,9,10 31,677 0 0
TARGET CORP COM 87612E106 3,252 46,581 SH   DFND 4,6 46,581 0 0
TARGET CORP COM 87612E106 3,847 55,093 SH   DFND 4,5 55,093 0 0
TARGET CORP COM 87612E106 8,256 118,241 SH   DFND 4,5 118,241 0 0
TARGET CORP COM 87612E106 25,066 359,010 SH   DFND 4,5,9,10 359,010 0 0
TATA MTRS LTD SPONSORED ADR 876568502 3,375 97,357 SH   DFND 1,3 97,357 0 0
TATA MTRS LTD SPONSORED ADR 876568502 3,606 104,000 SH   DFND 4,6 104,000 0 0
TATA MTRS LTD SPONSORED ADR 876568502 33,754 973,570 SH   DFND 1,2 973,570 0 0
TAUBMAN CTRS INC COM 876664103 180 2,422 SH   DFND 4,5 2,422 0 0
TAUBMAN CTRS INC COM 876664103 191 2,576 SH   DFND 4,5 2,576 0 0
TAUBMAN CTRS INC COM 876664103 252 3,400 SH   DFND 4,5,9,10 3,400 0 0
TAUBMAN CTRS INC COM 876664103 993 13,385 SH   DFND 4,5 13,385 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 6,536 160,708 SH   DFND 4,5,7 160,708 0 0
TECH DATA CORP COM 878237106 333 4,636 SH   DFND 4,5 4,636 0 0
TECK RESOURCES LTD CL B 878742204 8 576 SH   DFND 4,8 576 0 0
TECK RESOURCES LTD CL B 878742204 10 721 SH   DFND 4,5,9,10 721 0 0
TECK RESOURCES LTD CL B 878742204 168 12,738 SH   DFND 4,5,9,10 12,738 0 0
TECK RESOURCES LTD CL B 878742204 214 16,252 SH   DFND 4,5 16,252 0 0
TECK RESOURCES LTD CL B 878742204 417 31,694 SH   DFND 4,5 31,694 0 0
TEGNA INC COM 87901J105 214 9,240 SH   DFND 4,5 9,240 0 0
TEGNA INC COM 87901J105 389 16,773 SH   DFND 4,5 16,773 0 0
TEGNA INC COM 87901J105 1,156 49,900 SH   DFND 4,6 49,900 0 0
TELEFLEX INC COM 879369106 1,099 6,200 SH   DFND 4,5 6,200 0 0
TELEFLEX INC COM 879369106 1,765 9,953 SH   DFND 1,3 9,953 0 0
TELEFLEX INC COM 879369106 2,110 11,902 SH   DFND 4,5 11,902 0 0
TELEFLEX INC COM 879369106 2,128 12,000 SH   DFND 4,6 12,000 0 0
TELEFLEX INC COM 879369106 13,995 78,930 SH   DFND 1,2 78,930 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 124 9,100 SH   DFND 4,5 9,100 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 2,029 149,200 SH   DFND 4,5 149,200 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 168 5,664 SH   DFND 4,5 5,664 0 0
TELUS CORP COM 87971M103 39 1,200 SH   DFND 4,5,9,10 1,200 0 0
TELUS CORP COM 87971M103 109 3,377 SH   DFND 4,5 3,377 0 0
TELUS CORP COM 87971M103 827 25,678 SH   DFND 4,5 25,678 0 0
TEMPUR SEALY INTL INC COM 88023U101 716 12,934 SH   DFND 4,5 12,934 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 388 14,054 SH   DFND 4,5 14,054 0 0
TERADATA CORP DEL COM 88076W103 5 216 SH   DFND 4,5 216 0 0
TERADATA CORP DEL COM 88076W103 74 2,948 SH   DFND 4,8 2,948 0 0
TERADATA CORP DEL COM 88076W103 318 12,700 SH   DFND 4,5 12,700 0 0
TERADATA CORP DEL COM 88076W103 420 16,757 SH   DFND 4,5 16,757 0 0
TERADATA CORP DEL COM 88076W103 1,338 53,384 SH   DFND 4,5 53,384 0 0
TERADYNE INC COM 880770102 231 11,740 SH   DFND 4,5 11,740 0 0
TEREX CORP NEW COM 880779103 16 780 SH   DFND 4,5,7 780 0 0
TEREX CORP NEW COM 880779103 26 1,303 SH   DFND 4,5,7 1,303 0 0
TERNIUM SA SPON ADR 880890108 23,297 1,222,300 SH   DFND 4,5 1,222,300 0 0
TERNIUM SA SPON ADR 880890108 28,838 1,513,000 SH   DFND 4,5 1,513,000 0 0
TERRAFORM GLOBAL INC CL A 88104M101 587 179,963 SH   DFND 4,5,7 179,963 0 0
TERRENO RLTY CORP COM 88146M101 62 2,400 SH   DFND 4,5,9,10 2,400 0 0
TERRENO RLTY CORP COM 88146M101 62 2,414 SH   DFND 4,5 2,414 0 0
TERRENO RLTY CORP COM 88146M101 314 12,140 SH   DFND 4,5 12,140 0 0
TESARO INC SR CONV NT 3%21 881569AA5 2,514 1,005,000 PRN   DFND 4,5,7 0 0 1,005,000
TESARO INC SR CONV NT 3%21 881569AA5 4,721 1,887,000 PRN   DFND 4,5,7 0 0 1,887,000
TESORO CORP COM 881609101 63 842 SH   DFND 4,5,9,10 842 0 0
TESORO CORP COM 881609101 78 1,042 SH   DFND 4,8 1,042 0 0
TESORO CORP COM 881609101 112 1,500 SH   DFND 4,5,9,10 1,500 0 0
TESORO CORP COM 881609101 270 3,600 SH   DFND 4,6 3,600 0 0
TESORO CORP COM 881609101 277 3,700 SH   DFND 4,8 3,700 0 0
TESORO CORP COM 881609101 3,009 40,165 SH   DFND 4,5 40,165 0 0
TESORO CORP COM 881609101 22,212 296,481 SH   DFND 4,5 296,481 0 0
TESLA MTRS INC COM 88160R101 64 300 SH   DFND 4,5 300 0 0
TESLA MTRS INC COM 88160R101 234 1,100 SH   DFND 4,5,9,10 1,100 0 0
TESLA MTRS INC COM 88160R101 459 2,160 SH   DFND 4,5,7 2,160 0 0
TESLA MTRS INC COM 88160R101 808 3,807 SH   DFND 4,5 3,807 0 0
TESLA MTRS INC COM 88160R101 1,975 9,302 SH   DFND 4,5 9,302 0 0
TESLA MTRS INC COM 88160R101 2,082 9,810 SH   DFND 4,5,9,10 9,810 0 0
TESLA MTRS INC COM 88160R101 2,123 10,000 SH   DFND 1 10,000 0 0
TESLA MTRS INC COM 88160R101 3,906 18,400 SH   DFND 4,6 18,400 0 0
TESLA MTRS INC SR CONV NT1.5%18 88160RAA9 28,670 16,958,000 PRN   DFND 4,5,7 0 0 16,958,000
TESLA MTRS INC SR CV NT 1.25%21 88160RAC5 274 333,000 PRN   DFND 4,5 0 0 333,000
TESLA MTRS INC SR CV NT 1.25%21 88160RAC5 962 1,171,000 PRN   DFND 4,5,7 0 0 1,171,000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 25 492 SH   DFND 4,5 492 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 80 1,600 SH   DFND 4,5 1,600 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 296 5,900 SH   DFND 4,6 5,900 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,462 29,100 SH   DFND 4,8 29,100 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 11,704 233,000 SH   DFND 4,5,7 233,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 15,978 318,100 SH   DFND 4,5 318,100 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 20,790 413,900 SH   DFND 4,5 413,900 0 0
TETRALOGIC PHARMACEUTICALS CP SR NT CONV 8%19 88165UAB5 89 586,000 PRN   DFND 4,5,7 0 0 586,000
TEXAS INSTRS INC COM 882508104 113 1,800 SH   DFND 4,5 1,800 0 0
TEXAS INSTRS INC COM 882508104 142 2,261 SH   DFND 4,8 2,261 0 0
TEXAS INSTRS INC COM 882508104 207 3,300 SH   DFND 4,8 3,300 0 0
TEXAS INSTRS INC COM 882508104 345 5,500 SH   DFND   5,500 0 0
TEXAS INSTRS INC COM 882508104 429 6,850 SH   DFND 4,5 6,850 0 0
TEXAS INSTRS INC COM 882508104 1,439 22,971 SH   DFND 4,5 22,971 0 0
TEXAS INSTRS INC COM 882508104 2,551 40,726 SH   DFND 4,5,9,10 40,726 0 0
TEXAS INSTRS INC COM 882508104 3,483 55,600 SH   DFND 4,6 55,600 0 0
TEXAS INSTRS INC COM 882508104 3,593 57,348 SH   DFND 4,6 57,348 0 0
TEXAS INSTRS INC COM 882508104 6,880 109,815 SH   DFND 4,5 109,815 0 0
TEXAS INSTRS INC COM 882508104 17,142 273,623 SH   DFND 4,5 273,623 0 0
TEXAS INSTRS INC COM 882508104 43,707 697,639 SH   DFND 4,5,9,10 697,639 0 0
TEXAS ROADHOUSE INC COM 882681109 402 8,823 SH   DFND 4,5 8,823 0 0
TEXTRON INC COM 883203101 62 1,700 SH   DFND 4,5,9,10 1,700 0 0
TEXTRON INC COM 883203101 76 2,092 SH   DFND 4,5,9,10 2,092 0 0
TEXTRON INC COM 883203101 1,032 28,216 SH   DFND 4,5 28,216 0 0
TEXTRON INC COM 883203101 4,550 124,443 SH   DFND 4,5 124,443 0 0
THERAVANCE INC SB CV NT2.125%23 88338TAB0 1,781 2,255,000 PRN   DFND 4,5,7 0 0 2,255,000
THERMO FISHER SCIENTIFIC INC COM 883556102 91 615 SH   DFND 4,8 615 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 325 2,200 SH   DFND 4,5,9,10 2,200 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 690 4,670 SH   DFND 4,5,9,10 4,670 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 694 4,700 SH   DFND 4,5 4,700 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 3,372 22,819 SH   DFND 4,5 22,819 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6,143 41,574 SH   DFND 4,5 41,574 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 7,118 48,170 SH   DFND 4,6 48,170 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 8,105 54,850 SH   DFND 4,6 54,850 0 0
THOMSON REUTERS CORP COM 884903105 52 1,286 SH   DFND 4,8 1,286 0 0
THOMSON REUTERS CORP COM 884903105 121 3,000 SH   DFND 4,5 3,000 0 0
THOMSON REUTERS CORP COM 884903105 784 19,408 SH   DFND 4,5 19,408 0 0
THOMSON REUTERS CORP COM 884903105 2,116 52,340 SH   DFND 4,5,9,10 52,340 0 0
THOMSON REUTERS CORP COM 884903105 5,256 130,029 SH   DFND 4,5 130,029 0 0
THOMSON REUTERS CORP COM 884903105 24,381 603,200 SH   DFND 4,5,9,10 603,200 0 0
3M CO COM 88579Y101 158 900 SH   DFND 4,8 900 0 0
3M CO COM 88579Y101 166 950 SH   DFND 1 950 0 0
3M CO COM 88579Y101 531 3,035 SH   DFND 1,3 3,035 0 0
3M CO COM 88579Y101 710 4,054 SH   DFND 4,5,9,10 4,054 0 0
3M CO COM 88579Y101 732 4,180 SH   DFND 1,2 4,180 0 0
3M CO COM 88579Y101 1,228 7,015 SH   DFND 4,5,9,10 7,015 0 0
3M CO COM 88579Y101 1,751 10,000 SH   DFND 4,5 10,000 0 0
3M CO COM 88579Y101 4,768 27,228 SH   DFND 4,5 27,228 0 0
3M CO COM 88579Y101 7,521 42,945 SH   DFND 4,6 42,945 0 0
3M CO COM 88579Y101 8,870 50,651 SH   DFND 4,6 50,651 0 0
3M CO COM 88579Y101 18,827 107,508 SH   DFND 4,8 107,508 0 0
3M CO COM 88579Y101 36,901 210,718 SH   DFND 4,5 210,718 0 0
3M CO COM 88579Y101 56,380 321,950 SH   DFND 4,5 321,950 0 0
TIER REIT INC COM NEW 88650V208 17 1,114 SH   DFND 4,5 1,114 0 0
TIER REIT INC COM NEW 88650V208 204 13,279 SH   DFND 4,5 13,279 0 0
TIER REIT INC COM NEW 88650V208 570 37,214 SH   DFND 4,5,7 37,214 0 0
TIFFANY & CO NEW COM 886547108 55 900 SH   DFND 4,5,9,10 900 0 0
TIFFANY & CO NEW COM 886547108 101 1,670 SH   DFND   1,670 0 0
TIFFANY & CO NEW COM 886547108 116 1,912 SH   DFND 4,5,9,10 1,912 0 0
TIFFANY & CO NEW COM 886547108 195 3,220 SH   DFND 4,6 3,220 0 0
TIFFANY & CO NEW COM 886547108 309 5,100 SH   DFND 4,5 5,100 0 0
TIFFANY & CO NEW COM 886547108 412 6,800 SH   DFND   6,800 0 0
TIFFANY & CO NEW COM 886547108 619 10,200 SH   DFND 4,6 10,200 0 0
TIFFANY & CO NEW COM 886547108 729 12,027 SH   DFND 4,5,7 12,027 0 0
TIFFANY & CO NEW COM 886547108 1,087 17,925 SH   DFND 4,5 17,925 0 0
TILE SHOP HLDGS INC COM 88677Q109 977 49,146 SH   DFND 4,5,7 49,146 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 1,098 104,100 SH   DFND 4,5,7 104,100 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 2,470 234,155 SH   DFND 4,5,7 234,155 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 4,294 407,000 SH   DFND 4,5 407,000 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 4,904 464,827 SH   DFND 4,5,7 464,827 0 0
TIME INC NEW COM 887228104 133 8,067 SH   DFND 4,5 8,067 0 0
TIME INC NEW COM 887228104 1,691 102,748 SH   DFND 4,5,7 102,748 0 0
TIME WARNER INC COM NEW 887317303 280 3,809 SH   DFND   3,809 0 0
TIME WARNER INC COM NEW 887317303 375 5,100 SH   DFND 4,5,9,10 5,100 0 0
TIME WARNER INC COM NEW 887317303 541 7,350 SH   DFND 4,5 7,350 0 0
TIME WARNER INC COM NEW 887317303 580 7,890 SH   DFND 4,6 7,890 0 0
TIME WARNER INC COM NEW 887317303 695 9,454 SH   DFND 4,5,9,10 9,454 0 0
TIME WARNER INC COM NEW 887317303 1,090 14,815 SH   DFND   14,815 0 0
TIME WARNER INC COM NEW 887317303 4,781 65,017 SH   DFND 4,5 65,017 0 0
TIME WARNER INC COM NEW 887317303 10,060 136,800 SH   DFND 4,6 136,800 0 0
TIME WARNER INC COM NEW 887317303 16,883 229,571 SH   DFND 4,5 229,571 0 0
TIMKEN CO COM 887389104 326 10,648 SH   DFND 4,5 10,648 0 0
TIMKENSTEEL CORP SR GLBL CV NT 21 887399AA1 548 521,000 PRN   DFND 4,5,7 0 0 521,000
TOLL BROTHERS INC COM 889478103 8 293 SH   DFND 4,8 293 0 0
TOLL BROTHERS INC COM 889478103 24 900 SH   DFND 4,5,9,10 900 0 0
TOLL BROTHERS INC COM 889478103 123 4,564 SH   DFND 4,5,9,10 4,564 0 0
TOLL BROTHERS INC COM 889478103 287 10,683 SH   DFND 4,5 10,683 0 0
TOLL BROTHERS INC COM 889478103 651 24,188 SH   DFND 4,5 24,188 0 0
TOLL BROS FIN CORP SR EXCH NT0.5%32 88947EAM2 1,269 1,297,000 PRN   DFND 4,5 0 0 1,297,000
TORCHMARK CORP COM 891027104 65 1,050 SH   DFND 4,5,9,10 1,050 0 0
TORCHMARK CORP COM 891027104 552 8,922 SH   DFND 4,5 8,922 0 0
TORCHMARK CORP COM 891027104 943 15,258 SH   DFND 4,5 15,258 0 0
TORO CO COM 891092108 1,110 12,590 SH   DFND 4,5 12,590 0 0
TORO CO COM 891092108 1,332 15,100 SH   DFND 4,5 15,100 0 0
TORO CO COM 891092108 2,655 30,100 SH   DFND 4,6 30,100 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 39 905 SH   DFND 4,8 905 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 77 1,800 SH   DFND 4,5 1,800 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 584 13,600 SH   DFND 4,6 13,600 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 2,320 54,030 SH   DFND 4,5,9,10 54,030 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 2,509 58,450 SH   DFND 4,5 58,450 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 3,997 93,100 SH   DFND 4,6 93,100 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 8,634 201,107 SH   DFND 4,5 201,107 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 18,859 439,300 SH   DFND 4,5,9,10 439,300 0 0
TOTAL SYS SVCS INC COM 891906109 43 804 SH   DFND 4,8 804 0 0
TOTAL SYS SVCS INC COM 891906109 85 1,600 SH   DFND 4,5 1,600 0 0
TOTAL SYS SVCS INC COM 891906109 427 8,049 SH   DFND 4,5 8,049 0 0
TOTAL SYS SVCS INC COM 891906109 1,279 24,087 SH   DFND 4,5 24,087 0 0
TOTAL SYS SVCS INC COM 891906109 1,537 28,933 SH   DFND 4,5,9,10 28,933 0 0
TOTAL SYS SVCS INC COM 891906109 19,173 361,000 SH   DFND 4,5,9,10 361,000 0 0
TRACTOR SUPPLY CO COM 892356106 73 800 SH   DFND 4,5,9,10 800 0 0
TRACTOR SUPPLY CO COM 892356106 86 947 SH   DFND 4,5,9,10 947 0 0
TRACTOR SUPPLY CO COM 892356106 283 3,100 SH   DFND 4,8 3,100 0 0
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VANTIV INC CL A 92210H105 3,554 62,800 SH   DFND 1,2 62,800 0 0
VANTIV INC CL A 92210H105 24,881 439,600 SH   DFND 1,2 439,600 0 0
VARIAN MED SYS INC COM 92220P105 65 794 SH   DFND 4,5,9,10 794 0 0
VARIAN MED SYS INC COM 92220P105 124 1,508 SH   DFND 4,5,9,10 1,508 0 0
VARIAN MED SYS INC COM 92220P105 771 9,370 SH   DFND 4,5 9,370 0 0
VARIAN MED SYS INC COM 92220P105 1,447 17,600 SH   DFND 4,5 17,600 0 0
VARIAN MED SYS INC COM 92220P105 1,998 24,297 SH   DFND 4,5 24,297 0 0
VECTREN CORP COM 92240G101 602 11,432 SH   DFND 4,5,9,10 11,432 0 0
VECTOR GROUP LTD SR CV NT 1.75%20 92240MBC1 2,142 1,932,000 PRN   DFND 4,5,7 0 0 1,932,000
VEEVA SYS INC CL A COM 922475108 522 15,300 SH   DFND 4,5 15,300 0 0
VENTAS INC COM 92276F100 146 2,000 SH   DFND   2,000 0 0
VENTAS INC COM 92276F100 415 5,694 SH   DFND 4,5,9,10 5,694 0 0
VENTAS INC COM 92276F100 1,047 14,374 SH   DFND 4,5 14,374 0 0
VENTAS INC COM 92276F100 1,600 21,966 SH   DFND 4,5,9,10 21,966 0 0
VENTAS INC COM 92276F100 2,745 37,697 SH   DFND 4,5 37,697 0 0
VENTAS INC COM 92276F100 3,474 47,700 SH   DFND 4,6 47,700 0 0
VENTAS INC COM 92276F100 7,872 108,108 SH   DFND 4,5 108,108 0 0
VEREIT INC COM 92339V100 67 6,600 SH   DFND 4,5,9,10 6,600 0 0
VEREIT INC COM 92339V100 85 8,358 SH   DFND 4,8 8,358 0 0
VEREIT INC COM 92339V100 393 38,714 SH   DFND 4,5 38,714 0 0
VEREIT INC COM 92339V100 413 40,748 SH   DFND 4,5,7 40,748 0 0
VEREIT INC COM 92339V100 618 60,915 SH   DFND 4,5,9,10 60,915 0 0
VEREIT INC COM 92339V100 2,850 281,030 SH   DFND 4,5 281,030 0 0
VEREIT INC COM 92339V100 3,903 384,897 SH   DFND 4,5 384,897 0 0
VERIFONE SYS INC COM 92342Y109 244 13,175 SH   DFND 4,5 13,175 0 0
VERISIGN INC COM 92343E102 86 1,000 SH   DFND 4,5,9,10 1,000 0 0
VERISIGN INC COM 92343E102 137 1,585 SH   DFND 4,5,9,10 1,585 0 0
VERISIGN INC COM 92343E102 387 4,477 SH   DFND 4,5 4,477 0 0
VERISIGN INC COM 92343E102 968 11,200 SH   DFND 4,6 11,200 0 0
VERISIGN INC COM 92343E102 1,076 12,449 SH   DFND 4,5 12,449 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 492 8,811 SH   DFND 4,8 8,811 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 510 9,135 SH   DFND 4,5 9,135 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,278 22,882 SH   DFND 4,8 22,882 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,503 26,925 SH   DFND 4,5 26,925 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,462 61,990 SH   DFND 4,5 61,990 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,989 71,443 SH   DFND 4,5 71,443 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 10,210 182,849 SH   DFND 4,6 182,849 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 11,101 198,799 SH   DFND 4,6 198,799 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 11,234 201,180 SH   DFND 4,5,9,10 201,180 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 20,387 365,095 SH   DFND 4,5 365,095 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 32,114 575,110 SH   DFND 4,5 575,110 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 92,132 1,649,929 SH   DFND 4,5,9,10 1,649,929 0 0
VERISK ANALYTICS INC COM 92345Y106 77 945 SH   DFND 4,5,9,10 945 0 0
VERISK ANALYTICS INC COM 92345Y106 232 2,860 SH   DFND 4,5,9,10 2,860 0 0
VERISK ANALYTICS INC COM 92345Y106 1,622 20,000 SH   DFND 4,6 20,000 0 0
VERISK ANALYTICS INC COM 92345Y106 1,711 21,100 SH   DFND 4,5 21,100 0 0
VERISK ANALYTICS INC COM 92345Y106 4,168 51,400 SH   DFND 4,6 51,400 0 0
VERISK ANALYTICS INC COM 92345Y106 6,153 75,884 SH   DFND 4,5 75,884 0 0
VERMILION ENERGY INC COM 923725105 19 612 SH   DFND 4,5,9,10 612 0 0
VERMILION ENERGY INC COM 923725105 93 2,931 SH   DFND 4,5 2,931 0 0
VERMILION ENERGY INC COM 923725105 744 23,376 SH   DFND 4,5 23,376 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 112 1,300 SH   DFND 4,5,9,10 1,300 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 180 2,090 SH   DFND 4,5,9,10 2,090 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 316 3,670 SH   DFND 4,5,7 3,670 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,239 14,400 SH   DFND 4,6 14,400 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,252 14,551 SH   DFND 4,5 14,551 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,104 24,456 SH   DFND 4,5 24,456 0 0
VIACOM INC NEW CL B 92553P201 100 2,400 SH   DFND 4,5,9,10 2,400 0 0
VIACOM INC NEW CL B 92553P201 181 4,369 SH   DFND 4,5,9,10 4,369 0 0
VIACOM INC NEW CL B 92553P201 525 12,654 SH   DFND 4,8 12,654 0 0
VIACOM INC NEW CL B 92553P201 951 22,925 SH   DFND 4,5 22,925 0 0
VIACOM INC NEW CL B 92553P201 1,796 43,300 SH   DFND 4,6 43,300 0 0
VIACOM INC NEW CL B 92553P201 3,971 95,759 SH   DFND 4,5,7 95,759 0 0
VIACOM INC NEW CL B 92553P201 6,552 158,002 SH   DFND 4,5 158,002 0 0
VIPSHOP HLDGS LTD SR CONV NT1.5%19 92763WAA1 250 254,000 PRN   DFND 4,5 0 0 254,000
VIPSHOP HLDGS LTD SR CONV NT1.5%19 92763WAA1 1,644 1,673,000 PRN   DFND 4,5,7 0 0 1,673,000
VISA INC COM CL A 92826C839 111 1,500 SH   DFND 4,5 1,500 0 0
VISA INC COM CL A 92826C839 111 1,500 SH   DFND 4,5 1,500 0 0
VISA INC COM CL A 92826C839 134 1,804 SH   DFND 1,2 1,804 0 0
VISA INC COM CL A 92826C839 297 4,000 SH   DFND 4,5 4,000 0 0
VISA INC COM CL A 92826C839 616 8,300 SH   DFND 4,5 8,300 0 0
VISA INC COM CL A 92826C839 771 10,400 SH   DFND 4,6 10,400 0 0
VISA INC COM CL A 92826C839 998 13,461 SH   DFND 4,8 13,461 0 0
VISA INC COM CL A 92826C839 2,062 27,800 SH   DFND 4,5 27,800 0 0
VISA INC COM CL A 92826C839 3,182 42,900 SH   DFND 4,5 42,900 0 0
VISA INC COM CL A 92826C839 5,004 67,461 SH   DFND 1,3 67,461 0 0
VISA INC COM CL A 92826C839 6,520 87,908 SH   DFND 4,6 87,908 0 0
VISA INC COM CL A 92826C839 6,778 91,384 SH   DFND 4,5,9,10 91,384 0 0
VISA INC COM CL A 92826C839 10,201 137,529 SH   DFND 1,2 137,529 0 0
VISA INC COM CL A 92826C839 10,782 145,367 SH   DFND 4,5 145,367 0 0
VISA INC COM CL A 92826C839 28,171 379,816 SH   DFND 4,5 379,816 0 0
VISA INC COM CL A 92826C839 48,795 657,883 SH   DFND 4,5,9,10 657,883 0 0
VISA INC COM CL A 92826C839 70,504 950,572 SH   DFND 1,2 950,572 0 0
VISTA OUTDOOR INC COM 928377100 128 2,674 SH   DFND 4,5 2,674 0 0
VISTA OUTDOOR INC COM 928377100 504 10,560 SH   DFND 1,3 10,560 0 0
VISTA OUTDOOR INC COM 928377100 4,536 95,040 SH   DFND 1,2 95,040 0 0
VISTEON CORP COM NEW 92839U206 644 9,790 SH   DFND 1,3 9,790 0 0
VISTEON CORP COM NEW 92839U206 5,799 88,110 SH   DFND 1,2 88,110 0 0
VITAMIN SHOPPE INC COM 92849E101 502 16,416 SH   DFND 4,5,7 16,416 0 0
VMWARE INC CL A COM 928563402 29 500 SH   DFND 4,5,9,10 500 0 0
VMWARE INC CL A COM 928563402 132 2,311 SH   DFND 4,5,9,10 2,311 0 0
VMWARE INC CL A COM 928563402 211 3,688 SH   DFND 4,5 3,688 0 0
VMWARE INC CL A COM 928563402 505 8,819 SH   DFND 4,5,7 8,819 0 0
VMWARE INC CL A COM 928563402 586 10,235 SH   DFND 4,5 10,235 0 0
VMWARE INC CL A COM 928563402 843 14,726 SH   DFND 4,5,7 14,726 0 0
VMWARE INC CL A COM 928563402 1,488 26,000 SH   DFND 4,6 26,000 0 0
VMWARE INC CL A COM 928563402 2,209 38,600 SH   DFND 4,5,7 38,600 0 0
VORNADO RLTY TR SH BEN INT 929042109 236 2,356 SH   DFND 4,5,9,10 2,356 0 0
VORNADO RLTY TR SH BEN INT 929042109 365 3,643 SH   DFND 4,6 3,643 0 0
VORNADO RLTY TR SH BEN INT 929042109 726 7,247 SH   DFND 4,5 7,247 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,115 11,139 SH   DFND 4,5,9,10 11,139 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,415 34,114 SH   DFND 4,5 34,114 0 0
VORNADO RLTY TR SH BEN INT 929042109 5,551 55,445 SH   DFND 4,5 55,445 0 0
VOYA FINL INC COM 929089100 5 200 SH   DFND 4,5,9,10 200 0 0
VOYA FINL INC COM 929089100 27 1,100 SH   DFND 4,5,9,10 1,100 0 0
VOYA FINL INC COM 929089100 239 9,671 SH   DFND 4,5 9,671 0 0
VOYA FINL INC COM 929089100 641 25,900 SH   DFND 4,5 25,900 0 0
VOYA FINL INC COM 929089100 1,050 42,426 SH   DFND 4,5 42,426 0 0
VOYA FINL INC COM 929089100 1,607 64,900 SH   DFND 4,6 64,900 0 0
VOYA FINL INC COM 929089100 2,273 91,800 SH   DFND 4,6 91,800 0 0
VULCAN MATLS CO COM 929160109 96 800 SH   DFND 4,5,9,10 800 0 0
VULCAN MATLS CO COM 929160109 182 1,514 SH   DFND 4,5,9,10 1,514 0 0
VULCAN MATLS CO COM 929160109 247 2,048 SH   DFND   2,048 0 0
VULCAN MATLS CO COM 929160109 1,032 8,575 SH   DFND 4,5 8,575 0 0
VULCAN MATLS CO COM 929160109 1,250 10,383 SH   DFND 4,5 10,383 0 0
WCI CMNTYS INC COM PAR $0.01 92923C807 431 25,500 SH   DFND 1,3 25,500 0 0
WCI CMNTYS INC COM PAR $0.01 92923C807 3,879 229,500 SH   DFND 1,2 229,500 0 0
WABCO HLDGS INC COM 92927K102 9 93 SH   DFND 4,5,9,10 93 0 0
WABCO HLDGS INC COM 92927K102 174 1,900 SH   DFND 4,6 1,900 0 0
WABCO HLDGS INC COM 92927K102 605 6,610 SH   DFND 4,5 6,610 0 0
WABCO HLDGS INC COM 92927K102 2,151 23,488 SH   DFND 4,5 23,488 0 0
W P CAREY INC COM 92936U109 265 3,813 SH   DFND 4,5 3,813 0 0
W P CAREY INC COM 92936U109 444 6,400 SH   DFND 4,5,9,10 6,400 0 0
W P CAREY INC COM 92936U109 2,020 29,094 SH   DFND 4,5 29,094 0 0
WP GLIMCHER IN COM 92939N102 103 9,216 SH   DFND 4,5 9,216 0 0
WP GLIMCHER IN COM 92939N102 113 10,099 SH   DFND 4,5,9,10 10,099 0 0
WP GLIMCHER IN COM 92939N102 579 51,735 SH   DFND 4,5 51,735 0 0
WEC ENERGY GROUP INC COM 92939U106 133 2,039 SH   DFND 4,8 2,039 0 0
WEC ENERGY GROUP INC COM 92939U106 236 3,620 SH   DFND 4,5,9,10 3,620 0 0
WEC ENERGY GROUP INC COM 92939U106 385 5,900 SH   DFND 4,6 5,900 0 0
WEC ENERGY GROUP INC COM 92939U106 872 13,348 SH   DFND 4,5,9,10 13,348 0 0
WEC ENERGY GROUP INC COM 92939U106 1,038 15,892 SH   DFND 4,5 15,892 0 0
WEC ENERGY GROUP INC COM 92939U106 2,871 43,966 SH   DFND 4,5 43,966 0 0
WABTEC CORP COM 929740108 45 644 SH   DFND 4,5,9,10 644 0 0
WABTEC CORP COM 929740108 400 5,690 SH   DFND 1,3 5,690 0 0
WABTEC CORP COM 929740108 1,512 21,525 SH   DFND 4,5 21,525 0 0
WABTEC CORP COM 929740108 3,026 43,092 SH   DFND 4,5 43,092 0 0
WABTEC CORP COM 929740108 3,596 51,210 SH   DFND 1,2 51,210 0 0
WADDELL & REED FINL INC CL A 930059100 399 23,173 SH   DFND 4,5 23,173 0 0
WAL-MART STORES INC COM 931142103 60 821 SH   DFND 1,3 821 0 0
WAL-MART STORES INC COM 931142103 190 2,600 SH   DFND   2,600 0 0
WAL-MART STORES INC COM 931142103 435 5,953 SH   DFND 4,8 5,953 0 0
WAL-MART STORES INC COM 931142103 1,371 18,774 SH   DFND 4,5,9,10 18,774 0 0
WAL-MART STORES INC COM 931142103 1,665 22,800 SH   DFND 4,5 22,800 0 0
WAL-MART STORES INC COM 931142103 3,252 44,533 SH   DFND 4,6 44,533 0 0
WAL-MART STORES INC COM 931142103 7,076 96,900 SH   DFND 4,6 96,900 0 0
WAL-MART STORES INC COM 931142103 14,317 196,063 SH   DFND 4,5,9,10 196,063 0 0
WAL-MART STORES INC COM 931142103 36,613 501,404 SH   DFND 4,5 501,404 0 0
WAL-MART STORES INC COM 931142103 45,633 624,935 SH   DFND 4,5 624,935 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 96 1,157 SH   DFND 4,8 1,157 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 225 2,700 SH   DFND 4,5 2,700 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 550 6,600 SH   DFND 4,5 6,600 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,266 15,200 SH   DFND 4,5 15,200 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,914 35,000 SH   DFND 4,6 35,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,663 56,000 SH   DFND 4,6 56,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,681 56,211 SH   DFND 4,5,9,10 56,211 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 9,926 119,197 SH   DFND 4,5,7 119,197 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 20,618 247,599 SH   DFND 4,5 247,599 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 29,736 357,102 SH   DFND 4,5 357,102 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 38,070 457,190 SH   DFND 4,5,9,10 457,190 0 0
WASHINGTON FED INC COM 938824109 243 10,022 SH   DFND 4,5 10,022 0 0
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 99 3,150 SH   DFND 4,5 3,150 0 0
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 142 4,500 SH   DFND 4,5,9,10 4,500 0 0
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 604 19,200 SH   DFND 4,5 19,200 0 0
WASTE CONNECTIONS INC COM 94106B101 5 76 SH   DFND 4,8 76 0 0
WASTE CONNECTIONS INC COM 94106B101 13 177 SH   DFND 4,5 177 0 0
WASTE CONNECTIONS INC COM 94106B101 72 1,000 SH   DFND 4,5,9,10 1,000 0 0
WASTE CONNECTIONS INC COM 94106B101 144 2,000 SH   DFND 4,5,9,10 2,000 0 0
WASTE CONNECTIONS INC COM 94106B101 370 5,136 SH   DFND   5,136 0 0
WASTE CONNECTIONS INC COM 94106B101 714 9,912 SH   DFND 4,5 9,912 0 0
WASTE CONNECTIONS INC COM 94106B101 6,019 83,538 SH   DFND 4,5 83,538 0 0
WASTE MGMT INC DEL COM 94106L109 126 1,900 SH   DFND 4,5 1,900 0 0
WASTE MGMT INC DEL COM 94106L109 415 6,265 SH   DFND 4,8 6,265 0 0
WASTE MGMT INC DEL COM 94106L109 1,445 21,800 SH   DFND 4,6 21,800 0 0
WASTE MGMT INC DEL COM 94106L109 2,391 36,085 SH   DFND 4,5,9,10 36,085 0 0
WASTE MGMT INC DEL COM 94106L109 4,308 65,000 SH   DFND 4,6 65,000 0 0
WASTE MGMT INC DEL COM 94106L109 11,917 179,818 SH   DFND 4,5 179,818 0 0
WASTE MGMT INC DEL COM 94106L109 14,147 213,472 SH   DFND 4,5 213,472 0 0
WASTE MGMT INC DEL COM 94106L109 44,361 669,400 SH   DFND 4,5,9,10 669,400 0 0
WATERS CORP COM 941848103 6 42 SH   DFND 4,8 42 0 0
WATERS CORP COM 941848103 29 208 SH   DFND 4,5,9,10 208 0 0
WATERS CORP COM 941848103 81 573 SH   DFND 4,5,9,10 573 0 0
WATERS CORP COM 941848103 266 1,890 SH   DFND 4,6 1,890 0 0
WATERS CORP COM 941848103 577 4,100 SH   DFND 4,8 4,100 0 0
WATERS CORP COM 941848103 5,100 36,260 SH   DFND 4,5 36,260 0 0
WATERS CORP COM 941848103 6,285 44,687 SH   DFND 4,5 44,687 0 0
WAYFAIR INC CL A 94419L101 954 24,468 SH   DFND 4,5,7 24,468 0 0
WEATHERFORD INTL LTD SR GLBL EXC NT21 947075AH0 103 95,000 PRN   DFND 4,5 0 0 95,000
WEATHERFORD INTL LTD SR GLBL EXC NT21 947075AH0 1,158 1,065,000 PRN   DFND 4,5,7 0 0 1,065,000
WEATHERFORD INTL LTD SR GLBL EXC NT21 947075AH0 3,215 2,958,000 PRN   DFND 4,5,7 0 0 2,958,000
WEBMD HEALTH CORP COM 94770V102 966 16,621 SH   DFND 4,5 16,621 0 0
WEBMD HEALTH CORP COM 94770V102 1,145 19,700 SH   DFND 4,5 19,700 0 0
WEBMD HEALTH CORP CONV NT 1.5%20 94770VAK8 4,195 3,305,000 PRN   DFND 4,5,7 0 0 3,305,000
WEBMD HEALTH CORP CONV NT 1.5%20 94770VAK8 6,372 5,020,000 PRN   DFND 4,5,7 0 0 5,020,000
WEBSTER FINL CORP CONN COM 947890109 539 15,873 SH   DFND 1,3 15,873 0 0
WEBSTER FINL CORP CONN COM 947890109 4,736 139,500 SH   DFND 1,2 139,500 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 197 4,830 SH   DFND 4,5 4,830 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 282 6,900 SH   DFND 4,5,9,10 6,900 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,323 32,400 SH   DFND 4,5 32,400 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,533 37,561 SH   DFND 4,5 37,561 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 254 2,364 SH   DFND 4,5 2,364 0 0
WELLS FARGO & CO NEW COM 949746101 126 2,664 SH   DFND 1,2 2,664 0 0
WELLS FARGO & CO NEW COM 949746101 144 3,050 SH   DFND 1 3,050 0 0
WELLS FARGO & CO NEW COM 949746101 148 3,137 SH   DFND 1,2 3,137 0 0
WELLS FARGO & CO NEW COM 949746101 180 3,794 SH   DFND 4,5 3,794 0 0
WELLS FARGO & CO NEW COM 949746101 270 5,700 SH   DFND 4,5 5,700 0 0
WELLS FARGO & CO NEW COM 949746101 317 6,700 SH   DFND 4,5 6,700 0 0
WELLS FARGO & CO NEW COM 949746101 348 7,357 SH   DFND 4,8 7,357 0 0
WELLS FARGO & CO NEW COM 949746101 1,038 21,929 SH   DFND 1,3 21,929 0 0
WELLS FARGO & CO NEW COM 949746101 1,746 36,900 SH   DFND 4,5 36,900 0 0
WELLS FARGO & CO NEW COM 949746101 2,030 42,900 SH   DFND 4,8 42,900 0 0
WELLS FARGO & CO NEW COM 949746101 2,326 49,140 SH   DFND 4,5 49,140 0 0
WELLS FARGO & CO NEW COM 949746101 5,565 117,578 SH   DFND 4,5 117,578 0 0
WELLS FARGO & CO NEW COM 949746101 7,219 152,533 SH   DFND 4,5,9,10 152,533 0 0
WELLS FARGO & CO NEW COM 949746101 7,380 155,918 SH   DFND 1,2 155,918 0 0
WELLS FARGO & CO NEW COM 949746101 8,072 170,551 SH   DFND 4,6 170,551 0 0
WELLS FARGO & CO NEW COM 949746101 13,821 292,020 SH   DFND 4,6 292,020 0 0
WELLS FARGO & CO NEW COM 949746101 15,170 320,512 SH   DFND 4,5 320,512 0 0
WELLS FARGO & CO NEW COM 949746101 18,143 383,327 SH   DFND 4,5 383,327 0 0
WELLS FARGO & CO NEW COM 949746101 49,198 1,039,465 SH   DFND 1,2 1,039,465 0 0
WELLS FARGO & CO NEW COM 949746101 52,968 1,119,125 SH   DFND 4,5 1,119,125 0 0
WELLS FARGO & CO NEW COM 949746101 75,032 1,585,300 SH   DFND 4,5,9,10 1,585,300 0 0
WELLTOWER INC COM 95040Q104 409 5,373 SH   DFND 4,5,9,10 5,373 0 0
WELLTOWER INC COM 95040Q104 1,157 15,190 SH   DFND 4,5 15,190 0 0
WELLTOWER INC COM 95040Q104 1,820 23,900 SH   DFND 4,5,9,10 23,900 0 0
WELLTOWER INC COM 95040Q104 3,595 47,200 SH   DFND 4,6 47,200 0 0
WELLTOWER INC COM 95040Q104 3,701 48,587 SH   DFND 4,5 48,587 0 0
WELLTOWER INC COM 95040Q104 8,598 112,881 SH   DFND 4,5 112,881 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 803 10,577 SH   DFND 4,5 10,577 0 0
WESTAR ENERGY INC COM 95709T100 267 4,765 SH   DFND 4,5 4,765 0 0
WESTAR ENERGY INC COM 95709T100 733 13,077 SH   DFND 4,5 13,077 0 0
WESTERN DIGITAL CORP COM 958102105 44 931 SH   DFND 4,6 931 0 0
WESTERN DIGITAL CORP COM 958102105 55 1,167 SH   DFND 4,8 1,167 0 0
WESTERN DIGITAL CORP COM 958102105 64 1,358 SH   DFND 4,5,9,10 1,358 0 0
WESTERN DIGITAL CORP COM 958102105 185 3,912 SH   DFND 4,5,9,10 3,912 0 0
WESTERN DIGITAL CORP COM 958102105 359 7,600 SH   DFND 4,5 7,600 0 0
WESTERN DIGITAL CORP COM 958102105 898 19,000 SH   DFND 4,5 19,000 0 0
WESTERN DIGITAL CORP COM 958102105 1,616 34,201 SH   DFND 4,5 34,201 0 0
WESTERN DIGITAL CORP COM 958102105 9,033 191,125 SH   DFND 4,5 191,125 0 0
WESTERN REFNG INC COM 959319104 118 5,705 SH   DFND 4,5 5,705 0 0
WESTERN UN CO COM 959802109 29 1,511 SH   DFND 4,5,9,10 1,511 0 0
WESTERN UN CO COM 959802109 85 4,447 SH   DFND 4,5,9,10 4,447 0 0
WESTERN UN CO COM 959802109 370 19,300 SH   DFND 4,8 19,300 0 0
WESTERN UN CO COM 959802109 1,518 79,162 SH   DFND 4,5 79,162 0 0
WESTERN UN CO COM 959802109 2,302 120,008 SH   DFND 4,6 120,008 0 0
WESTERN UN CO COM 959802109 3,352 174,788 SH   DFND 4,5 174,788 0 0
WESTERN UN CO COM 959802109 5,330 277,873 SH   DFND 4,5 277,873 0 0
WESTLAKE CHEM CORP COM 960413102 8 188 SH   DFND 4,8 188 0 0
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WESTROCK CO COM 96145D105 77 1,980 SH   DFND 4,5,9,10 1,980 0 0
WESTROCK CO COM 96145D105 104 2,679 SH   DFND 4,8 2,679 0 0
WESTROCK CO COM 96145D105 165 4,250 SH   DFND 4,5,9,10 4,250 0 0
WESTROCK CO COM 96145D105 491 12,628 SH   DFND 4,5 12,628 0 0
WESTROCK CO COM 96145D105 1,242 31,941 SH   DFND 4,5 31,941 0 0
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WEYERHAEUSER CO COM 962166104 164 5,500 SH   DFND 4,6 5,500 0 0
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WEYERHAEUSER CO COM 962166104 1,565 52,573 SH   DFND 4,5 52,573 0 0
WEYERHAEUSER CO COM 962166104 7,336 246,411 SH   DFND 4,5 246,411 0 0
WHIRLPOOL CORP COM 963320106 83 500 SH   DFND 4,5,9,10 500 0 0
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WHITESTONE REIT COM 966084204 21 1,400 SH   DFND 4,5,9,10 1,400 0 0
WHITEWAVE FOODS CO COM 966244105 225 4,800 SH   DFND 4,6 4,800 0 0
WHITEWAVE FOODS CO COM 966244105 866 18,450 SH   DFND 1,3 18,450 0 0
WHITEWAVE FOODS CO COM 966244105 1,114 23,742 SH   DFND 4,5 23,742 0 0
WHITEWAVE FOODS CO COM 966244105 3,272 69,712 SH   DFND 4,5 69,712 0 0
WHITEWAVE FOODS CO COM 966244105 4,436 94,500 SH   DFND 4,6 94,500 0 0
WHITEWAVE FOODS CO COM 966244105 7,794 166,050 SH   DFND 1,2 166,050 0 0
WHITING PETE CORP NEW COM 966387102 983 106,167 SH   DFND 4,5,7 106,167 0 0
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WHOLE FOODS MKT INC COM 966837106 73 2,291 SH   DFND 4,5,9,10 2,291 0 0
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WINTHROP RLTY TR SH BEN INT NEW 976391300 18 2,100 SH   DFND 4,5,9,10 2,100 0 0
WINTRUST FINL CORP COM 97650W108 1,114 21,849 SH   DFND 1,3 21,849 0 0
WINTRUST FINL CORP COM 97650W108 8,758 171,720 SH   DFND 1,2 171,720 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 1,236 100,000 SH   DFND 4,6 100,000 0 0
WISDOMTREE INVTS INC COM 97717P104 221 22,579 SH   DFND 4,5 22,579 0 0
WORKDAY INC CL A 98138H101 37 500 SH   DFND 4,5,9,10 500 0 0
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WORLD FUEL SVCS CORP COM 981475106 167 3,516 SH   DFND 4,5 3,516 0 0
WPX ENERGY INC COM 98212B103 110 11,851 SH   DFND 4,5 11,851 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 40 560 SH   DFND 4,8 560 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 64 900 SH   DFND 4,5,9,10 900 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 114 1,600 SH   DFND 4,5,9,10 1,600 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 501 7,028 SH   DFND 4,5 7,028 0 0
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WYNDHAM WORLDWIDE CORP COM 98310W108 2,400 33,689 SH   DFND 4,5,7 33,689 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 4,485 62,970 SH   DFND 4,6 62,970 0 0
WYNN RESORTS LTD COM 983134107 45 500 SH   DFND 4,5,9,10 500 0 0
WYNN RESORTS LTD COM 983134107 181 2,000 SH   DFND 4,5,9,10 2,000 0 0
WYNN RESORTS LTD COM 983134107 425 4,684 SH   DFND 4,5 4,684 0 0
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XCEL ENERGY INC COM 98389B100 90 2,005 SH   DFND 4,8 2,005 0 0
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XCEL ENERGY INC COM 98389B100 3,535 78,942 SH   DFND 4,5,9,10 78,942 0 0
XCEL ENERGY INC COM 98389B100 5,577 124,536 SH   DFND 4,5 124,536 0 0
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XPLORE TECHNOLOGIES CORP COM PAR $0.001 983950700 0 2 SH   DFND 1,3 2 0 0
XENIA HOTELS & RESORTS INC COM 984017103 93 5,527 SH   DFND 4,5 5,527 0 0
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XEROX CORP COM 984121103 28 3,000 SH   DFND 4,5,9,10 3,000 0 0
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XEROX CORP COM 984121103 757 79,718 SH   DFND 4,5 79,718 0 0
XEROX CORP COM 984121103 1,645 173,360 SH   DFND 4,5 173,360 0 0
XEROX CORP COM 984121103 1,765 186,000 SH   DFND 4,6 186,000 0 0
XYLEM INC COM 98419M100 49 1,100 SH   DFND 4,5,9,10 1,100 0 0
XYLEM INC COM 98419M100 93 2,075 SH   DFND 4,5,9,10 2,075 0 0
XYLEM INC COM 98419M100 237 5,300 SH   DFND 4,8 5,300 0 0
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XYLEM INC COM 98419M100 4,067 91,089 SH   DFND 4,5 91,089 0 0
XYLEM INC COM 98419M100 5,311 118,944 SH   DFND 4,5 118,944 0 0
YY INC ADS REPCOM CLA 98426T106 954 28,180 SH   DFND 4,5 28,180 0 0
YY INC ADS REPCOM CLA 98426T106 10,906 322,000 SH   DFND 4,5 322,000 0 0
YY INC SR CV NT 2.25%19 98426TAB2 509 519,000 PRN   DFND 4,5,7 0 0 519,000
YAHOO INC COM 984332106 203 5,400 SH   DFND 4,5,9,10 5,400 0 0
YAHOO INC COM 984332106 508 13,529 SH   DFND 4,5,9,10 13,529 0 0
YAHOO INC COM 984332106 757 20,142 SH   DFND 4,8 20,142 0 0
YAHOO INC COM 984332106 1,234 32,850 SH   DFND 4,6 32,850 0 0
YAHOO INC COM 984332106 1,435 38,200 SH   DFND 4,5 38,200 0 0
YAHOO INC COM 984332106 3,477 92,583 SH   DFND 4,5,7 92,583 0 0
YAHOO INC COM 984332106 3,561 94,808 SH   DFND 4,5 94,808 0 0
YAHOO INC COM 984332106 5,336 142,072 SH   DFND 4,5,7 142,072 0 0
YAHOO INC COM 984332106 11,256 299,674 SH   DFND 4,5 299,674 0 0
YAHOO INC COM 984332106 14,207 378,245 SH   DFND 4,5,7 378,245 0 0
YAHOO INC SR CV ZERO NT 18 984332AF3 792 798,000 PRN   DFND 4,5 0 0 798,000
YAHOO INC SR CV ZERO NT 18 984332AF3 5,152 5,191,000 PRN   DFND 4,5,7 0 0 5,191,000
YAHOO INC SR CV ZERO NT 18 984332AF3 7,474 7,530,000 PRN   DFND 4,5,7 0 0 7,530,000
YAMANA GOLD INC COM 98462Y100 62 11,969 SH   DFND 4,8 11,969 0 0
YAMANA GOLD INC COM 98462Y100 124 23,800 SH   DFND 4,5 23,800 0 0
YAMANA GOLD INC COM 98462Y100 134 25,806 SH   DFND 4,5 25,806 0 0
YAMANA GOLD INC COM 98462Y100 483 92,957 SH   DFND 4,5 92,957 0 0
YAMANA GOLD INC COM 98462Y100 2,184 419,981 SH   DFND 4,5,9,10 419,981 0 0
YAMANA GOLD INC COM 98462Y100 12,005 2,308,708 SH   DFND 4,6 2,308,708 0 0
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YUM BRANDS INC COM 988498101 2,312 27,879 SH   DFND 4,5,9,10 27,879 0 0
YUM BRANDS INC COM 988498101 2,544 30,684 SH   DFND 4,5 30,684 0 0
YUM BRANDS INC COM 988498101 23,027 277,700 SH   DFND 4,5,9,10 277,700 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 129 2,583 SH   DFND 4,5 2,583 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 116 3,200 SH   DFND 4,5 3,200 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 346 9,549 SH   DFND 4,5 9,549 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 132 1,100 SH   DFND 4,5,9,10 1,100 0 0
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EURONAV NV ANTWERPEN SHS B38564108 11,490 1,253,028 SH   DFND 4,5 1,253,028 0 0
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ALKERMES PLC SHS G01767105 13 300 SH   DFND 4,5,9,10 300 0 0
ALKERMES PLC SHS G01767105 78 1,800 SH   DFND 4,5,9,10 1,800 0 0
ALKERMES PLC SHS G01767105 225 5,201 SH   DFND 4,5 5,201 0 0
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ALLEGION PUB LTD CO ORD SHS G0176J109 92 1,326 SH   DFND 4,5 1,326 0 0
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ALLERGAN PLC SHS G0177J108 37 162 SH   DFND 1,3 162 0 0
ALLERGAN PLC SHS G0177J108 100 434 SH   DFND 4,5,7 434 0 0
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ALLERGAN PLC SHS G0177J108 451 1,952 SH   DFND 4,5,7 1,952 0 0
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ALLERGAN PLC SHS G0177J108 11,323 49,000 SH   DFND 4,5,7 49,000 0 0
AMDOCS LTD SHS G02602103 505 8,746 SH   DFND 4,5 8,746 0 0
AMDOCS LTD SHS G02602103 967 16,748 SH   DFND 1,3 16,748 0 0
AMDOCS LTD SHS G02602103 7,506 130,050 SH   DFND 1,2 130,050 0 0
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ARCH CAP GROUP LTD ORD G0450A105 65 900 SH   DFND 4,5,9,10 900 0 0
ARCH CAP GROUP LTD ORD G0450A105 218 3,024 SH   DFND 4,5,9,10 3,024 0 0
ARCH CAP GROUP LTD ORD G0450A105 261 3,621 SH   DFND 4,5 3,621 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,772 24,607 SH   DFND 4,5 24,607 0 0
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AXIS CAPITAL HOLDINGS LTD SHS G0692U109 121 2,195 SH   DFND 4,5 2,195 0 0
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AXALTA COATING SYS LTD COM G0750C108 235 8,846 SH   DFND 4,5 8,846 0 0
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BROOKFIELD BUSINESS PARTNERS L UNIT LTD LP G16234109 9 483 SH   DFND 4,5 483 0 0
BROOKFIELD BUSINESS PARTNERS L UNIT LTD LP G16234109 33 1,717 SH   DFND 4,5 1,717 0 0
BROOKFIELD BUSINESS PARTNERS L UNIT LTD LP G16234109 66 3,447 SH   DFND 4,6 3,447 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 849 37,800 SH   DFND 4,6 37,800 0 0
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BUNGE LIMITED COM G16962105 53 900 SH   DFND 4,5,9,10 900 0 0
BUNGE LIMITED COM G16962105 131 2,219 SH   DFND 4,5,9,10 2,219 0 0
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BUNGE LIMITED COM G16962105 4,108 69,449 SH   DFND 4,5 69,449 0 0
BUNGE LIMITED COM G16962105 8,932 151,000 SH   DFND 4,6 151,000 0 0
CREDICORP LTD COM G2519Y108 29,091 188,500 SH   DFND 4,5 188,500 0 0
CREDICORP LTD COM G2519Y108 37,133 240,607 SH   DFND 4,5 240,607 0 0
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COCA COLA EUROPEAN PARTNERS P SHS G25839104 2,218 62,160 SH   DFND 4,5 62,160 0 0
COCA COLA EUROPEAN PARTNERS P SHS G25839104 9,402 263,433 SH   DFND 4,5 263,433 0 0
COCA COLA EUROPEAN PARTNERS P SHS G25839104 9,823 275,219 SH   DFND 4,5,7 275,219 0 0
COCA COLA EUROPEAN PARTNERS P SHS G25839104 12,824 359,310 SH   DFND 4,5,9,10 359,310 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 5 76 SH   DFND 4,8 76 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 94 1,500 SH   DFND 4,5,9,10 1,500 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 100 1,600 SH   DFND   1,600 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 150 2,400 SH   DFND 4,5,9,10 2,400 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 470 7,500 SH   DFND   7,500 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 1,260 20,133 SH   DFND 4,5 20,133 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 1,628 26,009 SH   DFND 4,5 26,009 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 1,961 31,325 SH   DFND 4,5 31,325 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 2,091 33,400 SH   DFND 4,6 33,400 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 3,582 57,220 SH   DFND 4,6 57,220 0 0
DOUBLE EAGLE ACQUISITION CORP UNT 1 COM 1 WT G28195108 288 28,965 SH   DFND 4,5,7 28,965 0 0
EATON CORP PLC SHS G29183103 8 141 SH   DFND 4,8 141 0 0
EATON CORP PLC SHS G29183103 160 2,674 SH   DFND 4,5,9,10 2,674 0 0
EATON CORP PLC SHS G29183103 266 4,448 SH   DFND   4,448 0 0
EATON CORP PLC SHS G29183103 291 4,880 SH   DFND 4,6 4,880 0 0
EATON CORP PLC SHS G29183103 338 5,666 SH   DFND 4,5,9,10 5,666 0 0
EATON CORP PLC SHS G29183103 378 6,328 SH   DFND 4,6 6,328 0 0
EATON CORP PLC SHS G29183103 959 16,057 SH   DFND   16,057 0 0
EATON CORP PLC SHS G29183103 3,087 51,688 SH   DFND 4,5 51,688 0 0
EATON CORP PLC SHS G29183103 13,630 228,193 SH   DFND 4,5 228,193 0 0
ENDO INTL PLC SHS G30401106 20 1,300 SH   DFND 4,5,9,10 1,300 0 0
ENDO INTL PLC SHS G30401106 36 2,300 SH   DFND 4,5,9,10 2,300 0 0
ENDO INTL PLC SHS G30401106 147 9,435 SH   DFND 4,5 9,435 0 0
ENDO INTL PLC SHS G30401106 312 20,011 SH   DFND 4,5 20,011 0 0
ENDO INTL PLC SHS G30401106 2,229 143,000 SH   DFND 4,5,7 143,000 0 0
ENSCO PLC SHS CLASS A G3157S106 24 2,420 SH   DFND 4,8 2,420 0 0
ENSCO PLC SHS CLASS A G3157S106 52 5,400 SH   DFND 4,5 5,400 0 0
ENSCO PLC SHS CLASS A G3157S106 880 90,600 SH   DFND 4,5,9,10 90,600 0 0
ENSCO PLC SHS CLASS A G3157S106 7,512 773,650 SH   DFND 4,5,9,10 773,650 0 0
EVEREST RE GROUP LTD COM G3223R108 55 300 SH   DFND 4,5,9,10 300 0 0
EVEREST RE GROUP LTD COM G3223R108 208 1,136 SH   DFND 4,5,9,10 1,136 0 0
EVEREST RE GROUP LTD COM G3223R108 348 1,905 SH   DFND 4,5 1,905 0 0
EVEREST RE GROUP LTD COM G3223R108 548 3,000 SH   DFND 4,6 3,000 0 0
EVEREST RE GROUP LTD COM G3223R108 1,772 9,701 SH   DFND 4,5 9,701 0 0
EVEREST RE GROUP LTD COM G3223R108 2,557 14,000 SH   DFND 4,6 14,000 0 0
HERBALIFE LTD COM USD SHS G4412G101 2,396 40,941 SH   DFND 4,5,7 40,941 0 0
ICON PLC SHS G4705A100 78 1,108 SH   DFND 1,3 1,108 0 0
ICON PLC SHS G4705A100 1,510 21,568 SH   DFND 1,2 21,568 0 0
ICON PLC SHS G4705A100 9,740 139,118 SH   DFND 1,2 139,118 0 0
INGERSOLL-RAND PLC SHS G47791101 9 144 SH   DFND 4,8 144 0 0
INGERSOLL-RAND PLC SHS G47791101 76 1,186 SH   DFND 1,3 1,186 0 0
INGERSOLL-RAND PLC SHS G47791101 115 1,800 SH   DFND 4,5,9,10 1,800 0 0
INGERSOLL-RAND PLC SHS G47791101 282 4,421 SH   DFND 4,5,9,10 4,421 0 0
INGERSOLL-RAND PLC SHS G47791101 336 5,270 SH   DFND 4,6 5,270 0 0
INGERSOLL-RAND PLC SHS G47791101 809 12,700 SH   DFND 4,6 12,700 0 0
INGERSOLL-RAND PLC SHS G47791101 2,350 36,897 SH   DFND 4,5 36,897 0 0
INGERSOLL-RAND PLC SHS G47791101 2,629 41,292 SH   DFND 1,2 41,292 0 0
INGERSOLL-RAND PLC SHS G47791101 7,600 119,341 SH   DFND 4,5 119,341 0 0
INGERSOLL-RAND PLC SHS G47791101 18,406 289,044 SH   DFND 1,2 289,044 0 0
INTERNATIONAL GAME TECHNOLOGY SHS USD G4863A108 375 20,000 SH   DFND 4,6 20,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 26 4,600 SH   DFND 4,5,9,10 4,600 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 51 9,135 SH   DFND 4,5,9,10 9,135 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 215 38,695 SH   DFND 4,5 38,695 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 614 110,705 SH   DFND 4,5 110,705 0 0
INVESCO LTD SHS G491BT108 27 1,039 SH   DFND 4,8 1,039 0 0
INVESCO LTD SHS G491BT108 69 2,700 SH   DFND 4,5,9,10 2,700 0 0
INVESCO LTD SHS G491BT108 167 6,530 SH   DFND 4,5,9,10 6,530 0 0
INVESCO LTD SHS G491BT108 559 21,905 SH   DFND 4,5 21,905 0 0
INVESCO LTD SHS G491BT108 1,542 60,374 SH   DFND 4,5 60,374 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 14 100 SH   DFND 4,5,9,10 100 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 42 300 SH   DFND 4,5,9,10 300 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 168 1,192 SH   DFND 4,8 1,192 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,073 7,591 SH   DFND 4,5 7,591 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 6,612 46,793 SH   DFND 4,5 46,793 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 21 713 SH   DFND 4,5,9,10 713 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 56 1,936 SH   DFND 4,8 1,936 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 99 3,411 SH   DFND 4,5,9,10 3,411 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 299 10,296 SH   DFND 4,5 10,296 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 879 30,259 SH   DFND 4,5 30,259 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 57 1,987 SH   DFND 4,8 1,987 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 101 3,529 SH   DFND 4,5,9,10 3,529 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 172 6,000 SH   DFND 4,6 6,000 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 214 7,463 SH   DFND 4,5,9,10 7,463 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 361 12,605 SH   DFND 4,5 12,605 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 768 26,819 SH   DFND 4,5 26,819 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,647 57,488 SH   DFND 4,5 57,488 0 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 3 88 SH   DFND 4,5,9,10 88 0 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 8 241 SH   DFND 4,8 241 0 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 14 425 SH   DFND 4,5,9,10 425 0 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 41 1,282 SH   DFND 4,5 1,282 0 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 122 3,771 SH   DFND 4,5 3,771 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 8 247 SH   DFND 4,8 247 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 14 440 SH   DFND 4,5,9,10 440 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 24 748 SH   DFND 4,6 748 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 30 931 SH   DFND 4,5,9,10 931 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 50 1,547 SH   DFND 4,5 1,547 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 109 3,343 SH   DFND 4,5 3,343 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 233 7,170 SH   DFND 4,5 7,170 0 0
LIVANOVA PLC SHS G5509L101 169 3,362 SH   DFND 4,6 3,362 0 0
LIVANOVA PLC SHS G5509L101 705 14,033 SH   DFND 4,5 14,033 0 0
LIVANOVA PLC SHS G5509L101 1,015 20,200 SH   DFND 4,8 20,200 0 0
LIVANOVA PLC SHS G5509L101 1,410 28,066 SH   DFND 4,5 28,066 0 0
LIVANOVA PLC SHS G5509L101 1,410 28,066 SH   DFND 4,5 28,066 0 0
LIVANOVA PLC SHS G5509L101 3,868 77,000 SH   DFND 4,5 77,000 0 0
LIVANOVA PLC SHS G5509L101 14,943 297,500 SH   DFND 4,5 297,500 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 416 8,000 SH   DFND 4,6 8,000 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 510 9,800 SH   DFND 4,5 9,800 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 822 15,800 SH   DFND 4,5 15,800 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 2,409 46,300 SH   DFND 4,5 46,300 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 36 600 SH   DFND 4,5,9,10 600 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 36 600 SH   DFND 4,5,9,10 600 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 369 6,064 SH   DFND 4,5 6,064 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,216 20,000 SH   DFND 4,6 20,000 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,647 27,092 SH   DFND 4,5 27,092 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 8,114 133,500 SH   DFND 4,5,7 133,500 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 32 3,319 SH   DFND 4,8 3,319 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 63 6,600 SH   DFND 4,5 6,600 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 154 16,172 SH   DFND 4,5 16,172 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 525 55,045 SH   DFND 4,5 55,045 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,097 115,100 SH   DFND 4,5,9,10 115,100 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 12,086 1,268,200 SH   DFND 4,5,9,10 1,268,200 0 0
MEDTRONIC PLC SHS G5960L103 25 291 SH   DFND 4,8 291 0 0
MEDTRONIC PLC SHS G5960L103 34 390 SH   DFND 1,2 390 0 0
MEDTRONIC PLC SHS G5960L103 95 1,100 SH   DFND 4,5 1,100 0 0
MEDTRONIC PLC SHS G5960L103 666 7,672 SH   DFND 4,5,9,10 7,672 0 0
MEDTRONIC PLC SHS G5960L103 1,426 16,433 SH   DFND 4,5,9,10 16,433 0 0
MEDTRONIC PLC SHS G5960L103 2,169 25,000 SH   DFND 4,5 25,000 0 0
MEDTRONIC PLC SHS G5960L103 2,282 26,300 SH   DFND 4,5 26,300 0 0
MEDTRONIC PLC SHS G5960L103 3,097 35,695 SH   DFND 1,3 35,695 0 0
MEDTRONIC PLC SHS G5960L103 5,932 68,359 SH   DFND 4,6 68,359 0 0
MEDTRONIC PLC SHS G5960L103 6,923 79,786 SH   DFND 4,5 79,786 0 0
MEDTRONIC PLC SHS G5960L103 7,478 86,181 SH   DFND 1,2 86,181 0 0
MEDTRONIC PLC SHS G5960L103 8,241 94,970 SH   DFND 4,6 94,970 0 0
MEDTRONIC PLC SHS G5960L103 13,223 152,396 SH   DFND 4,5 152,396 0 0
MEDTRONIC PLC SHS G5960L103 52,345 603,267 SH   DFND 1,2 603,267 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 110 2,225 SH   DFND 4,5,9,10 2,225 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 158 3,200 SH   DFND 4,5,9,10 3,200 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 206 4,172 SH   DFND 4,8 4,172 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 770 15,568 SH   DFND 4,5 15,568 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,217 24,599 SH   DFND 4,5 24,599 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,390 28,100 SH   DFND 4,6 28,100 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,732 35,000 SH   DFND 4,6 35,000 0 0
MULTI PACKAGING SOLUTIONS INTL COM G6331W109 0 24 SH   DFND 4,5,7 24 0 0
NABORS INDUSTRIES LTD SHS G6359F103 268 26,623 SH   DFND 4,5 26,623 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 156 3,000 SH   DFND 4,5,9,10 3,000 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 270 5,200 SH   DFND 4,5,9,10 5,200 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 2,350 45,217 SH   DFND 4,5 45,217 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 9,221 177,424 SH   DFND 4,5 177,424 0 0
NOBLE CORP PLC SHS USD G65431101 484 58,775 SH   DFND 4,5 58,775 0 0
NOMAD HLDGS LTD USD ORD SHS G6564A105 1,249 156,475 SH   DFND 4,5,7 156,475 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 84 2,100 SH   DFND 4,5 2,100 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 97 2,436 SH   DFND 4,8 2,436 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 261 6,550 SH   DFND 4,5 6,550 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 448 11,240 SH   DFND 4,5 11,240 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 566 14,200 SH   DFND 4,5 14,200 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 928 23,300 SH   DFND 4,6 23,300 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 1,070 26,846 SH   DFND 4,5,7 26,846 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 1,426 35,800 SH   DFND 4,5,9,10 35,800 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 24,503 615,030 SH   DFND 4,5,9,10 615,030 0 0
PACE HLDGS CORP UNT1 CL A 1 WT G6865N129 204 20,354 SH   DFND 4,5,7 20,354 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 35 300 SH   DFND 4,5,9,10 300 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 268 2,278 SH   DFND 4,5 2,278 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 963 8,203 SH   DFND 4,5 8,203 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 440 24,936 SH   DFND 4,5 24,936 0 0
SEADRILL LIMITED SHS G7945E105 30 9,343 SH   DFND 4,6 9,343 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 44 1,800 SH   DFND 4,5,9,10 1,800 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 128 5,262 SH   DFND 4,5,9,10 5,262 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 397 16,310 SH   DFND 4,5 16,310 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 609 25,000 SH   DFND 4,6 25,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 729 29,919 SH   DFND 4,5 29,919 0 0
PENTAIR PLC SHS G7S00T104 87 1,500 SH   DFND 4,5 1,500 0 0
PENTAIR PLC SHS G7S00T104 99 1,693 SH   DFND 4,8 1,693 0 0
PENTAIR PLC SHS G7S00T104 810 13,900 SH   DFND 4,6 13,900 0 0
PENTAIR PLC SHS G7S00T104 1,288 22,097 SH   DFND 4,5 22,097 0 0
PENTAIR PLC SHS G7S00T104 1,676 28,748 SH   DFND 4,5,9,10 28,748 0 0
PENTAIR PLC SHS G7S00T104 4,711 80,823 SH   DFND 4,5 80,823 0 0
PENTAIR PLC SHS G7S00T104 31,591 541,971 SH   DFND 4,5,9,10 541,971 0 0
SHIP FINANCE INTERNATIONAL LTD SR CV NT 3.25%18 G81075AE6 4,220 4,002,000 PRN   DFND 4,5,7 0 0 4,002,000
SIGNET JEWELERS LIMITED SHS G81276100 33 400 SH   DFND 4,5,9,10 400 0 0
SIGNET JEWELERS LIMITED SHS G81276100 82 1,000 SH   DFND 4,5,9,10 1,000 0 0
SIGNET JEWELERS LIMITED SHS G81276100 268 3,258 SH   DFND 4,5 3,258 0 0
SIGNET JEWELERS LIMITED SHS G81276100 1,903 23,088 SH   DFND 4,5 23,088 0 0
SINA CORP ORD G81477104 1,887 36,375 SH   DFND 4,5,7 36,375 0 0
STERIS PLC SHS USD G84720104 122 1,769 SH   DFND 4,5 1,769 0 0
STERIS PLC SHS USD G84720104 1,108 16,120 SH   DFND 1,3 16,120 0 0
STERIS PLC SHS USD G84720104 9,974 145,080 SH   DFND 1,2 145,080 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 3,094 277,700 SH   DFND 1,3 277,700 0 0
TYCO INTL PLC SHS G91442106 119 2,800 SH   DFND 4,5,9,10 2,800 0 0
TYCO INTL PLC SHS G91442106 257 6,040 SH   DFND 4,6 6,040 0 0
TYCO INTL PLC SHS G91442106 263 6,162 SH   DFND 4,5,9,10 6,162 0 0
TYCO INTL PLC SHS G91442106 2,504 58,768 SH   DFND 4,5 58,768 0 0
TYCO INTL PLC SHS G91442106 2,846 66,800 SH   DFND 4,5,7 66,800 0 0
TYCO INTL PLC SHS G91442106 8,333 195,613 SH   DFND 4,5 195,613 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 101 815 SH   DFND 4,5,9,10 815 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 283 2,277 SH   DFND 4,5,9,10 2,277 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 942 7,580 SH   DFND 4,5 7,580 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 2,409 19,381 SH   DFND 4,5 19,381 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 5,600 45,049 SH   DFND 4,5,7 45,049 0 0
PERRIGO CO PLC SHS G97822103 38 419 SH   DFND 4,8 419 0 0
PERRIGO CO PLC SHS G97822103 67 738 SH   DFND 4,5,9,10 738 0 0
PERRIGO CO PLC SHS G97822103 181 1,995 SH   DFND 4,5,9,10 1,995 0 0
PERRIGO CO PLC SHS G97822103 794 8,754 SH   DFND 4,5 8,754 0 0
PERRIGO CO PLC SHS G97822103 1,003 11,064 SH   DFND 4,5,7 11,064 0 0
PERRIGO CO PLC SHS G97822103 1,664 18,351 SH   DFND 4,5 18,351 0 0
XL GROUP PLC SHS G98290102 23 702 SH   DFND 4,5,9,10 702 0 0
XL GROUP PLC SHS G98290102 63 1,900 SH   DFND 4,5,9,10 1,900 0 0
XL GROUP PLC SHS G98290102 976 29,306 SH   DFND 4,5 29,306 0 0
XL GROUP PLC SHS G98290102 6,783 203,645 SH   DFND 4,5 203,645 0 0
CHUBB LIMITED COM H1467J104 9 68 SH   DFND 4,8 68 0 0
CHUBB LIMITED COM H1467J104 68 517 SH   DFND 1,3 517 0 0
CHUBB LIMITED COM H1467J104 142 1,084 SH   DFND 1,2 1,084 0 0
CHUBB LIMITED COM H1467J104 170 1,300 SH   DFND 1 1,300 0 0
CHUBB LIMITED COM H1467J104 348 2,663 SH   DFND 4,5,9,10 2,663 0 0
CHUBB LIMITED COM H1467J104 774 5,920 SH   DFND 4,5,9,10 5,920 0 0
CHUBB LIMITED COM H1467J104 1,017 7,779 SH   DFND 4,6 7,779 0 0
CHUBB LIMITED COM H1467J104 2,157 16,500 SH   DFND 4,5 16,500 0 0
CHUBB LIMITED COM H1467J104 2,353 18,000 SH   DFND 4,6 18,000 0 0
CHUBB LIMITED COM H1467J104 5,077 38,845 SH   DFND 1,2 38,845 0 0
CHUBB LIMITED COM H1467J104 6,287 48,099 SH   DFND 4,5 48,099 0 0
CHUBB LIMITED COM H1467J104 13,714 104,921 SH   DFND 4,5 104,921 0 0
CHUBB LIMITED COM H1467J104 33,340 255,066 SH   DFND 1,2 255,066 0 0
GARMIN LTD SHS H2906T109 30 700 SH   DFND 4,5,9,10 700 0 0
GARMIN LTD SHS H2906T109 42 1,001 SH   DFND 4,8 1,001 0 0
GARMIN LTD SHS H2906T109 129 3,039 SH   DFND 4,5,9,10 3,039 0 0
GARMIN LTD SHS H2906T109 331 7,807 SH   DFND 4,5 7,807 0 0
GARMIN LTD SHS H2906T109 1,989 46,882 SH   DFND 4,5 46,882 0 0
UBS GROUP AG SHS H42097107 0 2 SH   DFND 4,8 2 0 0
UBS GROUP AG SHS H42097107 117 9,000 SH   DFND 4,6 9,000 0 0
UBS GROUP AG SHS H42097107 272 21,021 SH   DFND 4,5,9,10 21,021 0 0
UBS GROUP AG SHS H42097107 487 37,596 SH   DFND 4,5 37,596 0 0
UBS GROUP AG SHS H42097107 577 44,512 SH   DFND 4,5,9,10 44,512 0 0
UBS GROUP AG SHS H42097107 644 49,660 SH   DFND 4,8 49,660 0 0
UBS GROUP AG SHS H42097107 899 69,355 SH   DFND 4,6 69,355 0 0
UBS GROUP AG SHS H42097107 907 70,000 SH   DFND 4,5 70,000 0 0
UBS GROUP AG SHS H42097107 1,455 112,270 SH   DFND   112,270 0 0
UBS GROUP AG SHS H42097107 1,555 120,000 SH   DFND 4,5 120,000 0 0
UBS GROUP AG SHS H42097107 1,615 124,600 SH   DFND 4,8 124,600 0 0
UBS GROUP AG SHS H42097107 2,488 191,965 SH   DFND 1,3 191,965 0 0
UBS GROUP AG SHS H42097107 4,573 352,857 SH   DFND 1,2 352,857 0 0
UBS GROUP AG SHS H42097107 18,639 1,438,161 SH   DFND 4,5 1,438,161 0 0
UBS GROUP AG SHS H42097107 63,574 4,905,363 SH   DFND 4,5 4,905,363 0 0
LOGITECH INTL S A SHS H50430232 334 20,536 SH   DFND 4,5 20,536 0 0
LOGITECH INTL S A SHS H50430232 407 25,000 SH   DFND 1,3 25,000 0 0
LOGITECH INTL S A SHS H50430232 598 36,722 SH   DFND 4,8 36,722 0 0
LOGITECH INTL S A SHS H50430232 3,371 207,037 SH   DFND 4,5 207,037 0 0
LOGITECH INTL S A SHS H50430232 8,358 513,399 SH   DFND 4,5 513,399 0 0
LOGITECH INTL S A SHS H50430232 21,897 1,345,000 SH   DFND 1,3 1,345,000 0 0
TE CONNECTIVITY LTD REG SHS H84989104 40 707 SH   DFND 1,3 707 0 0
TE CONNECTIVITY LTD REG SHS H84989104 166 2,900 SH   DFND 4,5,9,10 2,900 0 0
TE CONNECTIVITY LTD REG SHS H84989104 350 6,122 SH   DFND 4,5,9,10 6,122 0 0
TE CONNECTIVITY LTD REG SHS H84989104 351 6,151 SH   DFND 4,8 6,151 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,058 18,517 SH   DFND 4,6 18,517 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,339 23,440 SH   DFND 4,5 23,440 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,759 48,313 SH   DFND 4,5 48,313 0 0
TRANSOCEAN LTD REG SHS H8817H100 32 2,707 SH   DFND 4,5 2,707 0 0
TRANSOCEAN LTD REG SHS H8817H100 36 3,000 SH   DFND 4,5 3,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 78 6,579 SH   DFND 4,5,7 6,579 0 0
ORION ENGINEERED CARBONS S A COM L72967109 264 16,621 SH   DFND 4,6 16,621 0 0
CELLCOM ISRAEL LTD SHS M2196U109 22 3,365 SH   DFND 4,5 3,365 0 0
CHECK POINT SOFTWARE TECH LTD ORD M22465104 73 912 SH   DFND 4,5,9,10 912 0 0
CHECK POINT SOFTWARE TECH LTD ORD M22465104 91 1,144 SH   DFND 1,2 1,144 0 0
CHECK POINT SOFTWARE TECH LTD ORD M22465104 124 1,558 SH   DFND 1,3 1,558 0 0
CHECK POINT SOFTWARE TECH LTD ORD M22465104 143 1,794 SH   DFND 4,5 1,794 0 0
CHECK POINT SOFTWARE TECH LTD ORD M22465104 512 6,424 SH   DFND 4,5 6,424 0 0
CHECK POINT SOFTWARE TECH LTD ORD M22465104 5,876 73,748 SH   DFND 1,2 73,748 0 0
CHECK POINT SOFTWARE TECH LTD ORD M22465104 40,270 505,400 SH   DFND 1,2 505,400 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 282 5,800 SH   DFND 4,5 5,800 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 56 1,165 SH   DFND 4,8 1,165 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 134 2,800 SH   DFND 4,5 2,800 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 2,436 50,800 SH   DFND 4,5,9,10 50,800 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 21,212 442,290 SH   DFND 4,5,9,10 442,290 0 0
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 0 1 SH   DFND 1,3 1 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 15 3,941 SH   DFND 4,6 3,941 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 41 10,610 SH   DFND 4,5 10,610 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 55 14,124 SH   DFND 4,8 14,124 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 60 15,364 SH   DFND 4,5,9,10 15,364 0 0
ORBOTECH LTD ORD M75253100 30 1,181 SH   DFND 4,5 1,181 0 0
RADWARE LTD ORD M81873107 30 2,637 SH   DFND 4,5 2,637 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 14 94 SH   DFND 4,5 94 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 404 2,775 SH   DFND 4,5 2,775 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 41 1,922 SH   DFND 4,5 1,922 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 588 27,553 SH   DFND 4,5,7 27,553 0 0
AERCAP HOLDINGS NV SHS N00985106 211 6,281 SH   DFND 4,8 6,281 0 0
AERCAP HOLDINGS NV SHS N00985106 1,320 39,300 SH   DFND 4,6 39,300 0 0
AERCAP HOLDINGS NV SHS N00985106 1,347 40,108 SH   DFND 4,5 40,108 0 0
AERCAP HOLDINGS NV SHS N00985106 3,886 115,700 SH   DFND 4,6 115,700 0 0
AERCAP HOLDINGS NV SHS N00985106 8,937 266,065 SH   DFND 4,5 266,065 0 0
AVG TECHNOLOGIES N V SHS N07831105 693 36,500 SH   DFND 4,6 36,500 0 0
CNH INDL N V SHS N20944109 51 7,087 SH   DFND 4,8 7,087 0 0
CNH INDL N V SHS N20944109 54 7,516 SH   DFND 4,5,9,10 7,516 0 0
CNH INDL N V SHS N20944109 72 10,083 SH   DFND 4,5,7 10,083 0 0
CNH INDL N V SHS N20944109 92 12,900 SH   DFND 4,5 12,900 0 0
CNH INDL N V SHS N20944109 158 22,031 SH   DFND 4,6 22,031 0 0
CNH INDL N V SHS N20944109 280 39,116 SH   DFND   39,116 0 0
CNH INDL N V SHS N20944109 11,624 1,625,781 SH   DFND 4,5 1,625,781 0 0
CNH INDL N V SHS N20944109 15,315 2,141,936 SH   DFND 4,5 2,141,936 0 0
CNH INDL N V SHS N20944109 17,513 2,449,414 SH   DFND 4,5 2,449,414 0 0
CNOVA N V SHS N20947102 600 121,288 SH   DFND 4,5,7 121,288 0 0
CORE LABORATORIES N V COM N22717107 26 210 SH   DFND 4,5,9,10 210 0 0
CORE LABORATORIES N V COM N22717107 37 300 SH   DFND 4,5,9,10 300 0 0
CORE LABORATORIES N V COM N22717107 460 3,714 SH   DFND 4,5 3,714 0 0
CORE LABORATORIES N V COM N22717107 686 5,540 SH   DFND 4,5 5,540 0 0
CORE LABORATORIES N V COM N22717107 1,015 8,196 SH   DFND 4,5 8,196 0 0
FERRARI N V COM N3167Y103 22 549 SH   DFND 4,5,9,10 549 0 0
FERRARI N V COM N3167Y103 25 613 SH   DFND 4,5 613 0 0
FERRARI N V COM N3167Y103 31 769 SH   DFND 1,2 769 0 0
FERRARI N V COM N3167Y103 32 777 SH   DFND 4,8 777 0 0
FERRARI N V COM N3167Y103 49 1,193 SH   DFND 4,5,9,10 1,193 0 0
FERRARI N V COM N3167Y103 108 2,628 SH   DFND 4,5 2,628 0 0
FERRARI N V COM N3167Y103 118 2,877 SH   DFND 4,5,7 2,877 0 0
FERRARI N V COM N3167Y103 194 4,739 SH   DFND 4,5,7 4,739 0 0
FERRARI N V COM N3167Y103 552 13,492 SH   DFND 4,6 13,492 0 0
FERRARI N V COM N3167Y103 673 16,454 SH   DFND 4,5 16,454 0 0
FERRARI N V COM N3167Y103 2,192 53,549 SH   DFND 4,5,7 53,549 0 0
FERRARI N V COM N3167Y103 2,708 66,161 SH   DFND 4,6 66,161 0 0
FERRARI N V COM N3167Y103 4,889 119,436 SH   DFND 4,5 119,436 0 0
FERRARI N V COM N3167Y103 5,104 124,689 SH   DFND 4,5 124,689 0 0
FERRARI N V COM N3167Y103 5,220 127,541 SH   DFND 4,5 127,541 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 4 721 SH   DFND 1,2 721 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 34 5,499 SH   DFND 4,5,9,10 5,499 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 47 7,690 SH   DFND 1,2 7,690 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 56 9,200 SH   DFND 4,5 9,200 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 73 11,936 SH   DFND 4,5,9,10 11,936 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 161 26,290 SH   DFND 4,5 26,290 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 199 32,542 SH   DFND 4,8 32,542 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 214 35,006 SH   DFND 4,8 35,006 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 641 104,717 SH   DFND 4,8 104,717 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 1,089 177,995 SH   DFND 4,5 177,995 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 1,280 209,201 SH   DFND 4,6 209,201 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 1,320 215,668 SH   DFND 4,5 215,668 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 1,407 229,961 SH   DFND 4,5,7 229,961 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 5,441 889,094 SH   DFND 4,5 889,094 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 7,894 1,289,850 SH   DFND 4,5 1,289,850 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 9,345 1,527,039 SH   DFND 4,5 1,527,039 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 9,591 1,567,122 SH   DFND 4,6 1,567,122 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 9,645 1,575,917 SH   DFND 4,5 1,575,917 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 65 1,400 SH   DFND 4,5 1,400 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 255 5,524 SH   DFND   5,524 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 42 568 SH   DFND 1,3 568 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 97 1,300 SH   DFND   1,300 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 164 2,200 SH   DFND 4,5 2,200 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 333 4,470 SH   DFND 4,5 4,470 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 461 6,200 SH   DFND   6,200 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 678 9,105 SH   DFND 1,2 9,105 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 693 9,307 SH   DFND 4,8 9,307 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 1,087 14,600 SH   DFND 4,8 14,600 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 3,160 42,460 SH   DFND 4,5,9,10 42,460 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 3,543 47,610 SH   DFND 4,6 47,610 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 3,872 52,025 SH   DFND 4,5 52,025 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 4,743 63,735 SH   DFND 1,2 63,735 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 5,373 72,200 SH   DFND 4,5 72,200 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 5,742 77,161 SH   DFND 4,6 77,161 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 10,672 143,407 SH   DFND 4,5 143,407 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 40,448 543,508 SH   DFND 4,5,9,10 543,508 0 0
MERUS N V COM N5749R100 29 3,647 SH   DFND 4,5 3,647 0 0
MYLAN N V SHS EURO N59465109 75 1,743 SH   DFND 1,3 1,743 0 0
MYLAN N V SHS EURO N59465109 190 4,400 SH   DFND 4,5 4,400 0 0
MYLAN N V SHS EURO N59465109 395 9,135 SH   DFND 4,8 9,135 0 0
MYLAN N V SHS EURO N59465109 597 13,800 SH   DFND 4,6 13,800 0 0
MYLAN N V SHS EURO N59465109 835 19,316 SH   DFND 4,5 19,316 0 0
MYLAN N V SHS EURO N59465109 895 20,706 SH   DFND 4,5 20,706 0 0
MYLAN N V SHS EURO N59465109 3,521 81,425 SH   DFND 4,5,9,10 81,425 0 0
MYLAN N V SHS EURO N59465109 4,779 110,523 SH   DFND 4,5 110,523 0 0
MYLAN N V SHS EURO N59465109 8,410 194,500 SH   DFND 4,5,7 194,500 0 0
MYLAN N V SHS EURO N59465109 46,427 1,073,710 SH   DFND 4,5,9,10 1,073,710 0 0
NXP SEMICONDUCTORS N V COM N6596X109 71 912 SH   DFND 1,3 912 0 0
NXP SEMICONDUCTORS N V COM N6596X109 133 1,700 SH   DFND 4,5,9,10 1,700 0 0
NXP SEMICONDUCTORS N V COM N6596X109 266 3,400 SH   DFND 4,5,9,10 3,400 0 0
NXP SEMICONDUCTORS N V COM N6596X109 430 5,487 SH   DFND 4,8 5,487 0 0
NXP SEMICONDUCTORS N V COM N6596X109 580 7,400 SH   DFND 4,8 7,400 0 0
NXP SEMICONDUCTORS N V COM N6596X109 890 11,355 SH   DFND 4,5,7 11,355 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,456 18,587 SH   DFND 4,5,7 18,587 0 0
NXP SEMICONDUCTORS N V COM N6596X109 2,336 29,822 SH   DFND 1,2 29,822 0 0
NXP SEMICONDUCTORS N V COM N6596X109 4,599 58,700 SH   DFND 4,5 58,700 0 0
NXP SEMICONDUCTORS N V COM N6596X109 5,852 74,700 SH   DFND 4,6 74,700 0 0
NXP SEMICONDUCTORS N V COM N6596X109 8,531 108,900 SH   DFND 4,6 108,900 0 0
NXP SEMICONDUCTORS N V COM N6596X109 16,354 208,754 SH   DFND 1,2 208,754 0 0
NXP SEMICONDUCTORS N V COM N6596X109 26,049 332,506 SH   DFND 4,5 332,506 0 0
NXP SEMICONDUCTORS N V COM N6596X109 26,948 343,992 SH   DFND 4,5 343,992 0 0
QIAGEN NV REG SHS N72482107 75 3,438 SH   DFND 4,5,9,10 3,438 0 0
QIAGEN NV REG SHS N72482107 159 7,297 SH   DFND 4,5,9,10 7,297 0 0
QIAGEN NV REG SHS N72482107 254 11,667 SH   DFND 4,8 11,667 0 0
QIAGEN NV REG SHS N72482107 350 16,050 SH   DFND 4,5 16,050 0 0
QIAGEN NV REG SHS N72482107 685 31,420 SH   DFND 4,5 31,420 0 0
QIAGEN NV REG SHS N72482107 685 31,420 SH   DFND 4,5 31,420 0 0
QIAGEN NV REG SHS N72482107 768 35,234 SH   DFND 4,8 35,234 0 0
QIAGEN NV REG SHS N72482107 981 45,000 SH   DFND 4,5 45,000 0 0
QIAGEN NV REG SHS N72482107 2,122 97,280 SH   DFND 4,5 97,280 0 0
QIAGEN NV REG SHS N72482107 2,702 123,877 SH   DFND 4,6 123,877 0 0
QIAGEN NV REG SHS N72482107 7,456 341,849 SH   DFND 4,5 341,849 0 0
QIAGEN NV REG SHS N72482107 13,810 633,180 SH   DFND 4,5 633,180 0 0
QIAGEN NV REG SHS N72482107 15,498 710,608 SH   DFND 4,5 710,608 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 17 500 SH   DFND 4,5,9,10 500 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 1,054 30,205 SH   DFND 4,5 30,205 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 2,984 85,538 SH   DFND 4,5 85,538 0 0
YANDEX N V SHS CLASS A N97284108 212 9,700 SH   DFND 4,5 9,700 0 0
YANDEX N V SHS CLASS A N97284108 555 25,400 SH   DFND 4,5 25,400 0 0
YANDEX N V SHS CLASS A N97284108 634 29,000 SH   DFND 4,5 29,000 0 0
YANDEX N V SHS CLASS A N97284108 1,228 56,200 SH   DFND 4,6 56,200 0 0
YANDEX N V SHS CLASS A N97284108 7,761 355,200 SH   DFND 4,5 355,200 0 0
YANDEX N V SHS CLASS A N97284108 15,931 729,100 SH   DFND 4,5 729,100 0 0
TRONOX LTD SHS CL A Q9235V101 234 52,952 SH   DFND 4,5,7 52,952 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5 73 SH   DFND 4,8 73 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 27 400 SH   DFND 4,5 400 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 60 900 SH   DFND 4,5,9,10 900 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 136 2,025 SH   DFND 4,5,9,10 2,025 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 663 9,873 SH   DFND 4,5 9,873 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,413 21,045 SH   DFND 4,5,7 21,045 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 14,181 211,180 SH   DFND 4,5 211,180 0 0
BROADCOM LTD SHS Y09827109 109 704 SH   DFND 1,3 704 0 0
BROADCOM LTD SHS Y09827109 218 1,400 SH   DFND 4,8 1,400 0 0
BROADCOM LTD SHS Y09827109 344 2,213 SH   DFND 4,5,9,10 2,213 0 0
BROADCOM LTD SHS Y09827109 696 4,481 SH   DFND 4,8 4,481 0 0
BROADCOM LTD SHS Y09827109 778 5,006 SH   DFND 4,5,9,10 5,006 0 0
BROADCOM LTD SHS Y09827109 824 5,300 SH   DFND 4,5 5,300 0 0
BROADCOM LTD SHS Y09827109 2,875 18,500 SH   DFND 4,6 18,500 0 0
BROADCOM LTD SHS Y09827109 5,109 32,879 SH   DFND 4,5 32,879 0 0
BROADCOM LTD SHS Y09827109 5,587 35,952 SH   DFND 1,2 35,952 0 0
BROADCOM LTD SHS Y09827109 6,746 43,410 SH   DFND 4,5 43,410 0 0
BROADCOM LTD SHS Y09827109 39,109 251,664 SH   DFND 1,2 251,664 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 51 4,300 SH   DFND 4,5,9,10 4,300 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 75 6,381 SH   DFND 4,8 6,381 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 145 12,298 SH   DFND 4,5,9,10 12,298 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 333 28,200 SH   DFND 4,5 28,200 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 762 64,551 SH   DFND 4,5 64,551 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 938 79,466 SH   DFND 4,5 79,466 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 968 81,995 SH   DFND 4,5 81,995 0 0
ALPHABET INC CAP STK CL C 02079K107 9 13 SH   DFND   13 0 0
ALPHABET INC CAP STK CL A 02079K305 9 13 SH   DFND   13 0 0
APPLE INC COM 037833100 1,047 10,952 SH   DFND   10,952 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 28 190 SH   DFND   190 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 0 1 SH   DFND   1 0 0
NOKIA CORP SPONSORED ADR 654902204 5 800 SH   DFND   800 0 0
AT&T INC COM 00206R102 1,944 45,000 SH Put DFND 4,5,7 45,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 636 8,000 SH Put DFND 4,5,7 8,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 716 9,000 SH Put DFND 4,5,7 9,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,090 13,700 SH Put DFND 4,5,7 13,700 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 201 15,800 SH Put DFND 4,5,7 15,800 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 413 32,400 SH Put DFND 4,5,7 32,400 0 0
ALLY FINL INC COM 02005N100 659 38,600 SH Put DFND 4,5,7 38,600 0 0
ALPHABET INC CAP STK CL C 02079K107 554 800 SH Put DFND 4,5,7 800 0 0
APPLE INC COM 037833100 411 4,300 SH Put DFND 4,5,7 4,300 0 0
APPLE INC COM 037833100 593 6,200 SH Put DFND 4,5,7 6,200 0 0
CARNIVAL CORP PAIRED CTF 143658300 318 7,200 SH Put DFND 4,5,7 7,200 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 260 6,300 SH Put DFND 4,5,7 6,300 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 391 9,500 SH Put DFND 4,5,7 9,500 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 783 19,000 SH Put DFND 4,5,7 19,000 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 169 16,000 SH Put DFND 4,5,7 16,000 0 0
DISNEY WALT CO COM DISNEY 254687106 616 6,300 SH Put DFND 4,5,7 6,300 0 0
FACEBOOK INC CL A 30303M102 1,828 16,000 SH Put DFND 4,5,7 16,000 0 0
HUMANA INC COM 444859102 971 5,400 SH Put DFND 4,5,7 5,400 0 0
HUMANA INC COM 444859102 1,637 9,100 SH Put DFND 4,5,7 9,100 0 0
ICONIX BRAND GROUP INC COM 451055107 44 6,500 SH Put DFND 4,5,7 6,500 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,089 31,700 SH Put DFND 4,5,7 31,700 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 4,404 38,300 SH Put DFND 4,5,7 38,300 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 7,658 66,600 SH Put DFND 4,5,7 66,600 0 0
ISHARES TR IBOXX HI YD ETF 464288513 1,990 23,500 SH Put DFND 4,5,7 23,500 0 0
J2 GLOBAL INC COM 48123V102 600 9,500 SH Put DFND 4,5,7 9,500 0 0
LAM RESEARCH CORP COM 512807108 5,632 67,000 SH Put DFND 4,5 67,000 0 0
LENDINGCLUB CORP COM 52603A109 41 9,500 SH Put DFND 4,5,7 9,500 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 127 6,300 SH Put DFND 4,5,7 6,300 0 0
MICROSOFT CORP COM 594918104 409 8,000 SH Put DFND 4,5,7 8,000 0 0
MICROSOFT CORP COM 594918104 558 10,900 SH Put DFND 4,5,7 10,900 0 0
NETFLIX INC COM 64110L106 869 9,500 SH Put DFND 4,5,7 9,500 0 0
NETFLIX INC COM 64110L106 1,162 12,700 SH Put DFND 4,5,7 12,700 0 0
OMNICOM GROUP INC COM 681919106 2,934 36,000 SH Put DFND 4,5,7 36,000 0 0
PENNEY J C INC COM 708160106 113 12,700 SH Put DFND 4,5,7 12,700 0 0
PENNEY J C INC COM 708160106 282 31,700 SH Put DFND 4,5,7 31,700 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 712 3,400 SH Put DFND 4,5,7 3,400 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,718 8,200 SH Put DFND 4,5,7 8,200 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,739 8,300 SH Put DFND 4,5,7 8,300 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,849 13,600 SH Put DFND 4,5,7 13,600 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 3,980 19,000 SH Put DFND 4,5,7 19,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,462 21,300 SH Put DFND 4,5,7 21,300 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 5,928 28,300 SH Put DFND 4,5,7 28,300 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1,790 10,000 SH Put DFND 4,5,7 10,000 0 0
TESLA MTRS INC COM 88160R101 2,632 12,400 SH Put DFND 4,5,7 12,400 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,508 27,000 SH Put DFND 4,5,7 27,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,010 36,000 SH Put DFND 4,5,7 36,000 0 0
VMWARE INC CL A COM 928563402 755 13,200 SH Put DFND 4,5,7 13,200 0 0
VMWARE INC CL A COM 928563402 1,265 22,100 SH Put DFND 4,5,7 22,100 0 0
WHITING PETE CORP NEW COM 966387102 147 15,900 SH Put DFND 4,5,7 15,900 0 0
WHITING PETE CORP NEW COM 966387102 292 31,500 SH Put DFND 4,5,7 31,500 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 174 12,700 SH Put DFND 4,5,7 12,700 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,030 75,000 SH Put DFND 4,5,7 75,000 0 0
ALLERGAN PLC SHS G0177J108 670 2,900 SH Put DFND 4,5,7 2,900 0 0
HERBALIFE LTD COM USD SHS G4412G101 556 9,500 SH Put DFND 4,5,7 9,500 0 0
SINA CORP ORD G81477104 1,504 29,000 SH Put DFND 4,5,7 29,000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 752 48,500 SH Put DFND 4,5,7 48,500 0 0
NXP SEMICONDUCTORS N V COM N6596X109 384 4,900 SH Put DFND 4,5,7 4,900 0 0